research
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10/29/2021
CP Factor Model for Dynamic Tensors
Observations in various applications are frequently represented as a tim...
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research
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08/10/2021
Tensor Principal Component Analysis in High Dimensional CP Models
The CP decomposition for high dimensional non-orthogonal spike tensors i...
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03/17/2021
Simultaneous Decorrelation of Matrix Time Series
We propose a contemporaneous bilinear transformation for matrix time ser...
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11/13/2020
Rank Determination in Tensor Factor Model
Factor model is an appealing and effective analytic tool for high-dimens...
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06/04/2020