Symmetric Tensor Decomposition by an Iterative Eigendecomposition Algorithm

We present an iterative algorithm, called the symmetric tensor eigen-rank-one iterative decomposition (STEROID), for decomposing a symmetric tensor into a real linear combination of symmetric rank-1 unit-norm outer factors using only eigendecompositions and least-squares fitting. Originally designed for a symmetric tensor with an order being a power of two, STEROID is shown to be applicable to any order through an innovative tensor embedding technique. Numerical examples demonstrate the high efficiency and accuracy of the proposed scheme even for large scale problems. Furthermore, we show how STEROID readily solves a problem in nonlinear block-structured system identification and nonlinear state-space identification

A constructive arbitrary-degree Kronecker product decomposition of tensors

We propose the tensor Kronecker product singular value decomposition~(TKPSVD) that decomposes a real $k$-way tensor $\mathcal{A}$ into a linear combination of tensor Kronecker products with an arbitrary number of $d$ factors $\mathcal{A} = \sum_{j=1}^R \sigma_j\, \mathcal{A}^{(d)}_j \otimes \cdots \otimes \mathcal{A}^{(1)}_j$. We generalize the matrix Kronecker product to tensors such that each factor $\mathcal{A}^{(i)}_j$ in the TKPSVD is a $k$-way tensor. The algorithm relies on reshaping and permuting the original tensor into a $d$-way tensor, after which a polyadic decomposition with orthogonal rank-1 terms is computed. We prove that for many different structured tensors, the Kronecker product factors $\mathcal{A}^{(1)}_j,\ldots,\mathcal{A}^{(d)}_j$ are guaranteed to inherit this structure. In addition, we introduce the new notion of general symmetric tensors, which includes many different structures such as symmetric, persymmetric, centrosymmetric, Toeplitz and Hankel tensors.Comment: Rewrote the paper completely and generalized everything to tensor

Extended two-stage adaptive designswith three target responses forphase II clinical trials

We develop a nature-inspired stochastic population-based algorithm and call it discrete particle swarm optimization tofind extended two-stage adaptive optimal designs that allow three target response rates for the drug in a phase II trial.Our proposed designs include the celebrated Simon’s two-stage design and its extension that allows two target responserates to be specified for the drug. We show that discrete particle swarm optimization not only frequently outperformsgreedy algorithms, which are currently used to find such designs when there are only a few parameters; it is also capableof solving design problems posed here with more parameters that greedy algorithms cannot solve. In stage 1 of ourproposed designs, futility is quickly assessed and if there are sufficient responders to move to stage 2, one tests one ofthe three target response rates of the drug, subject to various user-specified testing error rates. Our designs aretherefore more flexible and interestingly, do not necessarily require larger expected sample size requirements thantwo-stage adaptive designs. Using a real adaptive trial for melanoma patients, we show our proposed design requires onehalf fewer subjects than the implemented design in the study

Tensor Network alternating linear scheme for MIMO Volterra system identification

This article introduces two Tensor Network-based iterative algorithms for the identification of high-order discrete-time nonlinear multiple-input multiple-output (MIMO) Volterra systems. The system identification problem is rewritten in terms of a Volterra tensor, which is never explicitly constructed, thus avoiding the curse of dimensionality. It is shown how each iteration of the two identification algorithms involves solving a linear system of low computational complexity. The proposed algorithms are guaranteed to monotonically converge and numerical stability is ensured through the use of orthogonal matrix factorizations. The performance and accuracy of the two identification algorithms are illustrated by numerical experiments, where accurate degree-10 MIMO Volterra models are identified in about 1 second in Matlab on a standard desktop pc

A Constructive Algorithm for Decomposing a Tensor into a Finite Sum of Orthonormal Rank-1 Terms

We propose a constructive algorithm that decomposes an arbitrary real tensor into a finite sum of orthonormal rank-1 outer products. The algorithm, named TTr1SVD, works by converting the tensor into a tensor-train rank-1 (TTr1) series via the singular value decomposition (SVD). TTr1SVD naturally generalizes the SVD to the tensor regime with properties such as uniqueness for a fixed order of indices, orthogonal rank-1 outer product terms, and easy truncation error quantification. Using an outer product column table it also allows, for the first time, a complete characterization of all tensors orthogonal with the original tensor. Incidentally, this leads to a strikingly simple constructive proof showing that the maximum rank of a real $2 \times 2 \times 2$ tensor over the real field is 3. We also derive a conversion of the TTr1 decomposition into a Tucker decomposition with a sparse core tensor. Numerical examples illustrate each of the favorable properties of the TTr1 decomposition.Comment: Added subsection on orthogonal complement tensors. Added constructive proof of maximal CP-rank of a 2x2x2 tensor. Added perturbation of singular values result. Added conversion of the TTr1 decomposition to the Tucker decomposition. Added example that demonstrates how the rank behaves when subtracting rank-1 terms. Added example with exponential decaying singular value

Evolutionarily Stable Correlation

Most existing results of evolutionary games restrict only to the Nash equilibrium. This paper introduces the analogue of evolutionarily stable strategy (ESS) for correlated equilibria. We introduce a new notion of evolutionarily stable correlation (ESC) and prove that it generalizes ESS. We also study analogues of perfection (cf. Dhillon and Mertens (1994)), properness, and replicator dynamics for the correlation equilibrium and discuss their relationships with ESCCorrelated Equilibrium, Evolutionarily Stable Correlation, Evolutionarily Stable State, Random Device