All functions
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block_sure()
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Wrapper for get_c_list and
block_sure_given_c_list. |
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block_sure_given_c_list()
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Calculates the sure of estimators that shrink subtensors using the output of
get_c_list. |
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block_sure_given_c_list_non()
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Calculates the SURE of estimators that shrink non-overlapping sub-tensors
using the output of get_c_list_non. |
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block_sure_non()
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Wrapper for get_c_list_non and
block_sure_given_c_list_non. |
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df_S_lasso()
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Derivative of soft thresholding a core array. |
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df_S_lasso_mult()
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Derivative of scaling and soft thresholding a core array. |
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df_lasso()
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Derivative of soft thresholding shrinkage function. |
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df_lasso_mult()
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Derivative of scaling and soft thresholding shrinkage function. |
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df_truncate()
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Derivative of truncation spectral function. |
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diverge_given_c()
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Calculates divergence of HOSE. |
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east
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Round-robin game statistics from the Eastern NBA conference during the 2014-2015 season. |
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efron_morris()
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Efron-Morris estimator. |
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f_S_lasso()
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Soft thresholding a core array. |
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f_S_lasso_mult()
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Scaling and soft thresholding a core array. |
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f_lasso()
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Soft thresholding shrinkage function. Same as lasso for spectral shrinkage. |
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f_lasso_mult()
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Scaling and soft thresholding shrinkage function. |
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f_truncate()
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Truncation spectral function. |
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get_basics()
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Calculates necessary components to calculate the SURE for estimators that
shrink the individual elements of the core array. |
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get_c()
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Outputs the 'C' array from Gerard and Hoff (2015), along with the HOSVD of
the data tensor. |
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get_c_list()
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Calculates the necessary components to calculate the SURE for estimators
that block shrink overlapping blocks. |
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get_c_list_non()
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Calculates the necessary components to calculate the SURE for estimators
that shrink non-overlapping sub-tensors. |
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get_trunc_est()
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Return the estimate from the truncated HOSVD given the hosvd and the rank. |
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hosvd_full()
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Higher-order SVD using same signed eigenvectors as matrix SVD's. |
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listSum()
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Sums elements in a list. |
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mdl_eigen()
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Returns the minimum description length given the eigenvalues. |
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meet()
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Implements the Modified eigenvalues estimator for Tucker rank determination (MEET) algorithm
from Yokota, Lee, and Cichocki (2017). |
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min_ef()
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Min Efron-Morris estimator. |
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pad_circ()
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Adds a circular padding after matrix. |
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pos_part()
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Positive part function. |
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pos_part_2()
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Positive part function. |
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score_ylc()
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SCORE method from Yokota, Lee, and Cichoki (2017). |
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sgd_given_c()
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Runs a stochastic gradient descent to minimize SURE for higher-order
spectral estimators. |
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sig_mp()
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Estimate of the variance from Gavish and Donoho (2014) based on the
Marcenko-Pasture distribution. |
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sig_naive()
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Simplest estimator for variance. |
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sig_soft()
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Variance estimators from Choi et al (2014). |
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soft_coord()
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Runs an iterative coordinate descent algorithm to minimize the SURE for
mode-specific soft thresholding estimators. |
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soft_cv()
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Soft-impute Cross-validation as described in Choi et al (2014). |
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stein()
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Stein's estimator. |
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sure()
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Wrapper for get_c and sure_given_c. |
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sure_S()
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Wrapper for get_basics and sure_given_basics. |
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sure_given_basics()
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Calculates the SURE for estimators that shrink the individual elements of
the core array. |
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sure_given_c()
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Calculates SURE given the output of get_c. |
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sure_given_c_one_mode()
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Wrapper for sure_given_c when only updating one mode. |
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sure_matrix()
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SURE for spectral shrinkage functions for real matrices. |
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sure_matrix_complex()
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SURE for spectral shrinkage functions for complex matrices. |
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sure_rank()
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Iterates through all multilinear ranks less than max_nrank and
returns all SUREs. |
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tensor_var_est()
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Non-parametric variance estimation for tensor datasets. |
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trunc_hosvd()
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Matrix-specific ways to estimate the rank for each mode and then return the
truncated HOSVD. |
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update_c()
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Update scale parameter in scale and soft-thresholding HOSE's. |
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update_lambda()
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Update of thresholding parameter for scale and soft-thresholding HOSEs. |
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update_lambda_brent()
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Apply Brent's method to update the kth mode when soft-thresholding. |
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west
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Round-robin game statistics from the Western NBA conference during the 2014-2015 season. |