2 papers
stat.ME2026
CP-factorization for high dimensional tensor time series and double projection iterations
Jinyuan Chang, Guanglin Huang, Qiwei Yao +1
We adopt the canonical polyadic (CP) decomposition to model high-dimensional tensor time series. Our primary goal is to identify and estimate the factor loadings in the CP decompos…
stat.ME2025
Identification and estimation for matrix time series CP-factor models
Jinyuan Chang, Yue Du, Guanglin Huang +1
We propose a new method for identifying and estimating the CP-factor models for matrix time series. Unlike the generalized eigenanalysis-based method of Chang et al. (2023) for whi…