The so-called block-term decomposition (BTD) tensor model has been recently receiving increasing attention due to its enhanced ability of representing systems and signals that are composed of blocks of rank higher than one, a scenario encountered in numerous and diverse applications. Its uniqueness and approximation have thus been thoroughly studied. Nevertheless, the challenging problem of estimating the BTD model structure, namely the number of block terms and their individual ranks, has only recently started to attract significant attention. In this paper, a novel method of BTD model selection and computation is proposed, based on the idea of imposing column sparsity jointly on the factors and in a hierarchical manner and estimating the ranks as the numbers of factor columns of non-negligible magnitude. Following a block successive upper bound minimization (BSUM) approach for the proposed optimization problem is shown to result in an alternating hierarchical iteratively reweighted least squares (HIRLS) algorithm, which is fast converging and enjoys high computational efficiency, as it relies in its iterations on small-sized sub-problems with closed-form solutions. Simulation results for both synthetic examples and a hyper-spectral image de-noising application are reported, which demonstrate the superiority of the proposed scheme over the state-of-the-art in terms of success rate in rank estimation as well as computation time and rate of convergence while attaining a comparable tensor approximation performance.

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations (LRRs) which seek low-dimensional embeddings of data have naturally appeared. In an effort to reduce computational complexity and improve estimation performance, LRR has been viewed via a matrix factorization (MF) perspective. Recently, low-rank MF (LRMF) approaches have been proposed for tackling the inherent weakness of MF i.e., the unawareness of the dimension of the low-dimensional space where data reside. Herein, inspired by the merits of iterative reweighted schemes for sparse recovery and rank minimization, we come up with a generic low-rank promoting regularization function. Then, focusing on a specific instance of it, we propose a regularizer that imposes column-sparsity jointly on the two matrix factors that result from MF, thus promoting low-rankness on the optimization problem. The low-rank promoting properties of the resulting regularization term are brought to light by mathematically showing that it is actually a tight upper bound of a specific version of the weighted nuclear norm. The problems of denoising and matrix completion are redefined according to the new LRMF formulation and solved via efficient alternating iteratively reweighted least squares type algorithms. Theoretical analysis of the algorithms regarding the convergence and the rates of convergence to stationary points is provided. The effectiveness of the proposed algorithms is verified in diverse simulated and real data experiments.

The so-called block-term decomposition (BTD) tensor model, especially in its rank- $(L_{r},L_{r},1)$ version, has been recently receiving increasing attention due to its enhanced ability of representing systems and signals that are composed of blocks of rank higher than one, a scenario encountered in numerous and diverse applications. Uniqueness conditions and fitting methods have thus been thoroughly studied. Nevertheless, the challenging problem of estimating the BTD model structure, namely the number of block terms, $R$ , and their individual ranks, $L_{r}$ , has only recently started to attract significant attention, mainly through regularization-based approaches which entail the need to tune the regularization parameter(s). In this work, we build on ideas of sparse Bayesian learning (SBL) and put forward a fully automated Bayesian approach. Through a suitably crafted multi-level hierarchical probabilistic model, which gives rise to heavy-tailed prior distributions for the BTD factors, structured sparsity is jointly imposed. Ranks are then estimated from the numbers of blocks ( $R$ ) and columns ( $L_{r}$ ) of non-negligible energy. Approximate posterior inference is implemented, within the variational inference framework. The resulting iterative algorithm completely avoids hyperparameter tuning, which is a significant defect of regularization-based methods. Alternative probabilistic models are also explored and the connections with their regularization-based counterparts are brought to light with the aid of the associated maximum a-posteriori (MAP) estimators. We report simulation results with both synthetic and real-word data, which demonstrate the merits of the proposed method in terms of both rank estimation and model fitting as compared to state-of-the-art relevant methods.

The paper deals with the problem known as robust principal component analysis (RPCA), that is, the decomposition of a data matrix as the sum of a low-rank matrix component and a sparse matrix component. After expressing the low-rank matrix component in factorized form, we develop a novel online RPCA algorithm that is based entirely on reweighted least squares recursions and is appropriate for sequential data processing. The proposed algorithm is fast, memory optimal and, as corroborated by indicative empirical results on simulated data and a video processing application, competitive to the state-of-the-art in terms of estimation performance.

We introduce a tensor completion algorithm that uses a group-sparse regularizer with respect to the PARAFAC factors and is based on an optimization scheme that alternatingly minimizes a quadratic upper bound of the associated cost function. The proposed scheme allows matrix-wise updates of the PARAFAC factors and thus leads to an efficient and scalable iterative algorithm, suitable for big data applications. Experi- ments conducted on both synthetic and real data, corroborate the superior performance, in terms of runtime, of the proposed algorithm as compared to other state-of-the-art approaches.