- Read more about GlobalSIP 2018 Keynote: Tensors and Probability: An Intriguing Union (N. Sidiropoulos, N. Kargas, X. Fu)
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We reveal an interesting link between tensors and multivariate statistics. The rank of a multivariate probability tensor can be interpreted as a nonlinear measure of statistical dependence of the associated random variables. Rank equals one when the random variables are independent, and complete statistical dependence corresponds to full rank; but we show that rank as low as two can already model strong statistical dependence.
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