Year: 2020
Type: preprint
Abstract: Heterogeneous but complementary sources of data provide an unprecedented opportunity for developing accurate statistical models of systems. Although the existing methods have shown promising results, they are mostly applicable to situations where the system output is measured in its complete form. In reality, however, it may not be feasible to obtain the complete output measurement of a system, which results in observations that contain missing values. This paper introduces a general framework that integrates tensor regression with tensor completion and proposes an efficient optimization framework that alternates between two steps for parameter estimation. Through multiple simulations and a case study, we evaluate the performance of the proposed method. The results indicate the superiority of the proposed method in comparison to a benchmark.
Source: arXiv (Cornell University)
Language: English
Subfield: Computational Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3049528677