TY - JOUR
T1 - Convergence of the sequence of parameters generated by alternating least squares algorithms
AU - Krijnen, Wim P.
N1 - DBLP License: DBLP's bibliographic metadata records provided through http://dblp.org/ are distributed under a Creative Commons CC0 1.0 Universal Public Domain Dedication. Although the bibliographic metadata records are provided consistent with CC0 1.0 Dedication, the content described by the metadata records is not. Content may be subject to copyright, rights of privacy, rights of publicity and other restrictions.
PY - 2006/11/1
Y1 - 2006/11/1
N2 - Several models in data analysis are estimated by minimizing the objective function defined as the residual sum of squares between the model and the data. A necessary and sufficient condition for the existence of a least squares estimator is that the objective function attains its infimum at a unique point. It is shown that the objective function for Parafac-2 need not attain its infimum, and that of DEDICOM, constrained Parafac-2, and, under a weak assumption, SCA and Dynamals do attain their infimum. Furthermore, the sequence of parameter vectors, generated by an alternating least squares algorithm, converges if it decreases the objective function to its infimum which is attained at one or finitely many points.
AB - Several models in data analysis are estimated by minimizing the objective function defined as the residual sum of squares between the model and the data. A necessary and sufficient condition for the existence of a least squares estimator is that the objective function attains its infimum at a unique point. It is shown that the objective function for Parafac-2 need not attain its infimum, and that of DEDICOM, constrained Parafac-2, and, under a weak assumption, SCA and Dynamals do attain their infimum. Furthermore, the sequence of parameter vectors, generated by an alternating least squares algorithm, converges if it decreases the objective function to its infimum which is attained at one or finitely many points.
KW - data analysis
KW - data-analyse
U2 - 10.1016/j.csda.2005.09.003
DO - 10.1016/j.csda.2005.09.003
M3 - Article
SN - 0167-9473
VL - 51
SP - 481
EP - 489
JO - Computational Statistics & Data Analysis
JF - Computational Statistics & Data Analysis
IS - 2
M1 - 2
ER -