Time-Varying Autoregression with Low-Rank Tensors.
Kameron Decker HarrisAleksandr Y. AravkinRajesh RaoBingni Wen BruntonPublished in: SIAM J. Appl. Dyn. Syst. (2021)
Keyphrases
- low rank
- high order
- missing data
- convex optimization
- low rank matrix
- linear combination
- matrix factorization
- matrix completion
- matrix decomposition
- kernel matrix
- rank minimization
- higher order
- high dimensional data
- singular value decomposition
- semi supervised
- trace norm
- low rank matrices
- minimization problems
- robust principal component analysis
- singular values
- tensor factorization
- low rank approximation
- least squares
- knn
- pairwise
- feature extraction