meet: Implements the Modified eigenvalues estimator for Tucker rank...

Description Usage Arguments Value Author(s) References

View source: R/cichocki_meet.R

Description

The model is

Y = A + E,

where A is a low-rank matrix and E is the noise matrix is i.i.d. N(0,s) entries. s is not assumed to be known.

Usage

1
meet(Y, tau2 = NULL)

Arguments

Y

A numeric array.

tau2

The known variance. Will be estimated if missing. Not supported yet.

Value

A list with two elements: rank the estimated multilinear rank of the tensor and sigma a vector of the estimated variance when using each mode.

Author(s)

David Gerard

References

Yokota, Tatsuya, Namgil Lee, and Andrzej Cichocki. "Robust multilinear tensor rank estimation using higher order singular value decomposition and information criteria." IEEE Transactions on Signal Processing 65.5 (2017): 1196-1206. DOI: 10.1109/TSP.2016.2620965


dcgerard/hose documentation built on Aug. 1, 2019, 12:11 a.m.