Arto Klami

On the Identifiability of Tensor Ranks via Prior Predictive Matching

15 January 2026·61 words

Eliezer De Souza Da Silva Arto Klami Diego Mesquita Iñigo Urteaga Publication Conference AISTATS Tensor Factorization Bayesian Modeling Identifiability

A principled framework for tensor rank identifiability based on prior predictive moment matching, with closed-form estimators for identifiable tensor models.

AISTATS 2026

Prior Specification for Bayesian Matrix Factorization via Prior Predictive Matching

1 January 2023·360 words

Eliezer De Souza Da Silva Tomasz Kuśmierczyk Marcelo Hartmann Arto Klami Publication Journal JMLR Bayesian Matrix Factorization Theoretical Prior Predictive Analysis

A method for prior specification by optimizing hyperparameters via the prior predictive distribution. This approach matches virtual statistics generated by the prior to certain target values. We apply it to Bayesian matrix factorization models, obtaining a close-formula for the rank of the latent variables, and analytically determine the matching hyperparameters, and extend it to general models through stochastic optimization.

JMLR 2023

ICML 2024 (Poster, Journal Track)