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中国工业与应用数学学会会刊
主管:中华人民共和国教育部
主办:西安交通大学
ISSN 1005-3085  CN 61-1269/O1

工程数学学报 ›› 2017, Vol. 34 ›› Issue (6): 571-590.doi: 10.3969/j.issn.1005-3085.2017.06.001

• •    下一篇

张量主成分分析与高维信息压缩方法

夏志明1,2,   赵文芝3,   徐宗本2   

  1. 1- 西北大学统计系,西安  710127
    2- 西安交通大学数学与统计学院,西安  710049
    3- 西安工程大学理学院,西安  710048
  • 收稿日期:2017-10-13 接受日期:2017-11-02 出版日期:2017-12-15 发布日期:2018-02-15
  • 基金资助:
    国家自然科学基金(11771353; 11201372).

Principle Component Analysis for Tensors and Compression Theory for High-dimensional Information

XIA Zhi-ming1,2,   ZHAO Wen-zhi3,   XU Zong-ben2   

  1. 1- Department of Statistics, Northwestern University, Xi'an 710127
    2- School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an 710049
    3- School of Science, Xi'an University of Engineering, Xi'an 710048
  • Received:2017-10-13 Accepted:2017-11-02 Online:2017-12-15 Published:2018-02-15
  • Supported by:
    The National Natural Science Foundation of China (11771353; 11201372).

摘要: 本文概述了信息压缩背景下的张量主成分分析的研究历史与发展现状,并展望了一些可能的研究领域.首先,我们回顾了张量以及张量分解的历史,在信息压缩背景下张量分解可以统一表达为一个普适的统计模型;其次,按经典主成分分析(PCA)、稳健主成分分析以及稀疏主成分分析三大类,我们详述了每类在多样本和单样本情形下的统计理论和优化算法的进展,其中又由简单数据结构到复杂数据结构依次对向量数据、矩阵数据以及张量数据的PCA发展进行了概述.

关键词: 张量主成分分析, 信息压缩, Tucker分解, 稳健PCA;稀疏PCA

Abstract: In this paper, we summarize the past, present of principle component analysis for tensors in the context of information compression, and show some untouched research fields. Firstly, we review the conception of tensors and tensor decomposition which can be expressed by an unified statistical model. Secondly, by the order of the classical principal component analysis, robust principal component analysis and sparse principal component analysis, we  summarize the development of relative statistical theories and algorithms where each one can be further divided into vector data, matrix data and tensor data from the simple to the complex.

Key words: principle component analysis for tensors weighted-CUSUM, compression theory for high-dimensional information, Tucker decomposition, robust PCA, sparse PCA

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