Complex best $r$-term approximations almost always exist in finite dimensions
Abstract
We show that in finite-dimensional nonlinear approximations, the best -term approximant of a function almost always exists over but that the same is not true over , i.e., the infimum is almost always attainable by complex-valued functions in , a set of functions that have some desired structures. Our result extends to functions that possess special properties like symmetry or skew-symmetry under permutations of arguments. For the case where is the set of separable functions, the problem becomes that of best rank- tensor approximations. We show that over , any tensor almost always has a unique best rank- approximation. This extends to other notions of tensor ranks such as symmetric rank and alternating rank, to best -block-terms approximations, and to best approximations by tensor networks. When applied to sparse-plus-low-rank approximations, we obtain that for any given and , a general tensor has a unique best approximation by a sum of a rank- tensor and a -sparse tensor with a fixed sparsity pattern; this arises in, for example, estimation of covariance matrices of a Gaussian hidden variable model with observed variables conditionally independent given hidden variables. The existential (but not the uniqueness) part of our result also applies to best approximations by a sum of a rank- tensor and a -sparse tensor with no fixed sparsity pattern, as well as to tensor completion problems.
Cite
@article{arxiv.1711.11269,
title = {Complex best $r$-term approximations almost always exist in finite dimensions},
author = {Yang Qi and Mateusz Michałek and Lek-Heng Lim},
journal= {arXiv preprint arXiv:1711.11269},
year = {2018}
}
Comments
25 pages, 4 figures