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Principal Component Analysis with Tensor Train Subspace

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arxiv 1803.05026 v1 pith:BVOHEG4U submitted 2018-03-13 cs.LG cs.CVcs.ITcs.NAmath.ITmath.NA

classification cs.LGcs.CVcs.ITcs.NAmath.ITmath.NA
keywords tensorsubspacetraindatanetworkstructurett-pcaalgorithm
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Tensor train is a hierarchical tensor network structure that helps alleviate the curse of dimensionality by parameterizing large-scale multidimensional data via a set of network of low-rank tensors. Associated with such a construction is a notion of Tensor Train subspace and in this paper we propose a TT-PCA algorithm for estimating this structured subspace from the given data. By maintaining low rank tensor structure, TT-PCA is more robust to noise comparing with PCA or Tucker-PCA. This is borne out numerically by testing the proposed approach on the Extended YaleFace Dataset B.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Boosting Binomial Exotic Option Pricing with Tensor Networks

    q-fin.CP 2025-05 conditional novelty 6.0 of 10

    Tensor-network approximations price binomial Asian and multi-asset American basket options with linear-in-size cost in tested regimes, beating Monte Carlo for high volatility and small time steps.

  2. Tensor-Train Parameterization for Ultra Dimensionality Reduction

    cs.LG 2019-08 reject novelty 5.0 of 10

    TTPUDR tensorizes the LPP mapping with tensor-trains and a Frobenius-norm objective, claiming robust and storage-efficient dimensionality reduction for high-dimensional tensor data.

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