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Tensor Regression Techniques

We include three major functions:

  1. tensorreg: Tensor regression method with known basis for decomposition
  2. tucker_onesetp: Tucker Decomposition Regression, Use Tucker decomposition to learn basis and then perform regression.

Other utility function include:

  • bsplineBasis: Create B-spline basis

  • matricize: matricize tensor along certain dimension.

  • createSigma: a method to create covariance matrix, used to create non-i.i.d case.