Complex best r-term approximations almost always exist in finite dimensions

Complex best r-term approximations almost always exist in finite dimensions
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复杂的最佳 r 项近似几乎总是存在于有限维度中

DOI:
10.1016/j.acha.2018.12.003
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发表时间:
2017
影响因子:
2.5
通讯作者:
Lek
Lek
中科院分区:
数学1区
文献类型:
--
作者:
Yang Qi;M. Michałek;Lek

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我们证明,在有限维非线性近似中,函数 f 的最佳 r 项近似值几乎总是存在于 C 上,但在 R 上则不然,即,下确界 inf f 1,…, f r∈ D⁡‖ f− f 1−…− f r‖ 几乎总是可以通过 D 中的复值函数 f 1,…, f r 获得,D 是具有某些所需结构的函数(原子)集合(字典)。我们的结果扩展到在参数排列下具有对称性或斜对称性等属性的函数。当 D 是可分离函数的集合时,这是最好的 R 阶张量逼近问题。我们证明,在 C 上,任何张量几乎总是具有唯一的最佳 r 阶近似。这扩展到其他秩概念,例如对称和交替秩、最佳 r 块项近似以及张量网络的最佳近似。应用于稀疏加低秩近似,我们得到对于任何给定的 r 和 k,一般张量通过 R 秩张量和具有固定稀疏模式的 k 稀疏张量之和具有唯一的最佳近似;在给定 r 个隐藏变量的情况下,k 个观察变量条件独立的高斯模型的协方差估计中出现的问题。我们的结果的存在性(但不是唯一性)部分也适用于无固定稀疏模式的 r 阶张量和 k 稀疏张量之和的最佳近似,以及张量完成问题。
We show that in finite-dimensional nonlinear approximations, the best r-term approximant of a function f almost always exists over C but that the same is not true over R, ie, the infimum inf f 1,…, f r∈ D⁡‖ f− f 1−…− f r‖ is almost always attainable by complex-valued functions f 1,…, f r in D, a set (dictionary) of functions (atoms) with some desired structures. Our result extends to functions that possess properties like symmetry or skew-symmetry under permutations of arguments. When D is the set of separable functions, this is the best rank-r tensor approximation problem. We show that over C, any tensor almost always has a unique best rank-r approximation. This extends to other notions of ranks such as symmetric and alternating ranks, to best r-block-terms approximations, and to best approximations by tensor networks. Applied to sparse-plus-low-rank approximations, we obtain that for any given r and k, a general tensor has a unique best approximation by a sum of a rank-r tensor and a k-sparse tensor with a fixed sparsity pattern; a problem arising in covariance estimation of Gaussian model with k observed variables conditionally independent given r hidden variables. The existential (but not uniqueness) part of our result also applies to best approximations by a sum of a rank-r tensor and a k-sparse tensor with no fixed sparsity pattern, and to tensor completion problems.
DOI: 10.1002/qua.24898
发表时间: 2014-12
影响因子: 2.2
作者:
Szilárd Szalay;Max Pfeffer;V. Murg;Gergely Barcza;F. Verstraete;R. Schneider;O. Legeza
通讯作者: Szilárd Szalay;Max Pfeffer;V. Murg;Gergely Barcza;F. Verstraete;R. Schneider;O. Legeza