On four-way CP model estimation efficiency

The latent structure of four-dimensional tensors can be investigated by means of the four-way CANDECOMP/PARAFAC model. This technique is seldom used because its estimating design is challenging from an algorithmic and interpretational standpoint. Parameter estimation with a least-squares approach can be computationally costly, especially under difficult conditions such as factor collinearity and model over-specification. In this work, we implement a 4th-order extension of the efficient trilinear procedure INT-2 to tackle estimating setbacks and test it in a simulation study.