Abstract:While CANDECOMP/PARAFAC (CP) decomposition (CPD) is fundamental for tensor reconstruction, Bayesian CPD often scales poorly because variational updates require repeated matrix inversions. We develop CP generalized approximate message passing (CP-GAMP) for incomplete noisy Bayesian CPD. The algorithm uses Gaussian message approximations to avoid high-dimensional inversions, and it combines a Bernoulli-Gaussian prior with expectation-maximization updates to estimate effective CP rank and noise variance. We also give a formal state evolution (SE) recursion and relate its fixed points to replica-symmetric saddle points, so CP-GAMP's SE-predicted error can be compared with the formal replica-symmetric minimum mean-squared error (MMSE) benchmark in the matched limit. Synthetic and image-inpainting experiments show that CP-GAMP substantially reduces runtime relative to variational Bayesian CPD while maintaining competitive reconstruction accuracy.
From: Bingyang Cheng [view email]
[v1]
Thu, 22 May 2025 06:57:49 UTC (6,228 KB)
[v2]
Sun, 25 Jan 2026 12:45:00 UTC (6,224 KB)
[v3]
Sat, 29 Aug 2026 13:54:52 UTC (1,004 KB)
此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。 原文来自 — 版权归原作者所有。