A1 Refereed original research article in a scientific journal
Order Determination for Tensor-Valued Observations Using Data Augmentation
Authors: Radojičić, Una; Lietzén, Niko; Nordhausen, Klaus; Virta, Joni
Publisher: Taylor & Francis
Publication year: 2025
Journal: Journal of Computational and Graphical Statistics
Journal name in source: Journal of Computational and Graphical Statistics
ISSN: 1061-8600
eISSN: 1537-2715
DOI: https://doi.org/10.1080/10618600.2025.2500977
Web address : https://doi.org/10.1080/10618600.2025.2500977
Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/499358471
Tensor-valued data benefit greatly from dimension reduction as the reduction in size is exponential in the number of modes. To achieve maximal reduction without loss of information, our objective in this work is to provide an automated procedure for the optimal selection of reduced dimensionality. Our approach combines a recently proposed data augmentation procedure with the higher-order singular value decomposition (HOSVD) in a tensorially natural way. We give theoretical guidelines on how to choose the tuning parameters and further inspect their influence in a simulation study. As our primary result, we show that the procedure consistently estimates the true latent dimensions under a noisy tensor model, both at the population and sample levels. Additionally, we propose a bootstrap-based alternative to the augmentation estimator. Simulations are used to demonstrate the estimation accuracy of the two methods under various settings. Supplementary materials for this article are available online.
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Funding information in the publication:
The work of UR was supported by the Austrian Science Fund (Grant 10.55776/I5799). The work of NL, KN, and JV was supported by the Research Council of Finland (Grants 321968, 335077, 347501, 353769, 363261).