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Best approximation with tensors of rank $\ge2$
Let $k\in\mathbb N$, $H_i$ be a (finite-dimensional, if necessary) $\mathbb R$-Hilbert space for $i\in I:=\{1,\ldots,k\}$, $H:=\bigotimes_{i\in I}H_i$ denote the tensor product$^1$ of $(H_i)_{i\in I}$ ...
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Is there any sort of higher-order SVD (quadratic and above) for dimensionality reduction?
(Posted this on math.stackexchange and cross.correlated over more than a week ago, but didn't get an answer, and this is a question in my research so this seems like it might have been the better ...