Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2017, Vol. 34 ›› Issue (6): 571-590.doi: 10.3969/j.issn.1005-3085.2017.06.001

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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).

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

CLC Number: