Efficient tensor operations and the method of moments
Efficient tensor operations and the method of moments
In computational mathematics a tensor is an array of numbers. It can have more than two indices, and thus generalizes a matrix. Operations with higher-order tensors, e.g. low-rank decompositions, enjoy stronger uniqueness properties than matrix factorizations in linear algebra do. However, often they are intractable in theory (due to being NP-hard) and also practice (due to their high dimensionality). In this talk, I’ll present a simple idea that addresses some of these challenges for tensors arising as moments of multivariate datasets. I'll describe tensor-based methods for fitting mixture models to data applying to Gaussian mixtures and a class of other models, which are competitive with – and arguably more flexible than – leading non-tensor-based approaches. Time permitting, I’ll mention a new bound for tensor completion, and show a simulation involving image denoising.
The talk is based on joint work with João Pereira, Tamara Kolda and Yifan Zhang.