Simultaneous Incomplete Traffic Data Imputation and Similarity Pattern Discovery with Bayesian Nonparametric Tensor Decomposition

Algorithm 1

Bayesian nonparametric tensor decomposition (BNPTD).

	Input: incomplete tensor , indicator tensor , CP rank , maximum clusters .
	Output: estimated tensor , the results of similarity pattern discovery. Initialize factor matrices and hyperparameters.
	(1) repeat
	(2) for to do
	(3) Update the variational posterior distribution .
	(4) Update the variational posterior distribution and .
	(5) for to do
	(6) Update the variational posterior distribution .
	(7)for to do
	(8) Update the variational posterior distribution .
	(9) for to do
	(10) Update the variational posterior distribution .
	(11) Update the variational posterior distribution .
	(12) until maximum iterations exhausted