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

VL - 51

SP - 481

EP - 489

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

SN - 0167-9473

IS - 2

M1 - 2

ER -