High-dimensional VAR with low-rank transition.
Pierre AlquierKarine BertinPaul DoukhanRémy GarnierPublished in: Stat. Comput. (2020)
Keyphrases
- low rank
- high dimensional
- high dimensional data
- matrix factorization
- missing data
- low dimensional
- singular value decomposition
- linear combination
- matrix completion
- convex optimization
- low rank matrix
- dimensionality reduction
- rank minimization
- semi supervised
- similarity search
- high order
- matrix decomposition
- kernel matrix
- data points
- high dimensionality
- robust principal component analysis
- nearest neighbor
- manifold learning
- subspace clustering
- trace norm
- feature space
- low rank matrices
- low rank representation
- missing values
- input space
- data analysis
- data sets
- higher order
- collaborative filtering
- non rigid structure from motion
- small number
- neural network