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We investigate the power iteration algorithm for the tensor PCA model introduced in Richard and Montanari (2014). Previous work studying the properties of tensor power iteration is either limited to a constant number of iterations, or…

Machine Learning · Computer Science 2025-03-25 Yuchen Wu , Kangjie Zhou

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

We present an $O^*(|\mathbb{F}|^{\min\left\{R,\ \sum_{d\ge 2} n_d\right\} + (R-n_0)(\sum_{d\ne 0} n_d)})$-time algorithm for determining whether the rank of a concise tensor $T\in\mathbb{F}^{n_0\times\dots\times n_{D-1}}$ is $\le R$,…

Computational Complexity · Computer Science 2025-02-19 Jason Yang

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

We study the performance of a family of randomized parallel coordinate descent methods for minimizing the sum of a nonsmooth and separable convex functions. The problem class includes as a special case L1-regularized L1 regression and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-24 Olivier Fercoq , Peter Richtárik

In this work, we consider the optimization formulation for symmetric tensor decomposition recently introduced in the Subspace Power Method (SPM) of Kileel and Pereira. Unlike popular alternative functionals for tensor decomposition, the SPM…

Optimization and Control · Mathematics 2021-11-01 Joe Kileel , Timo Klock , João M. Pereira

This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxiliary covariates. Semi-parametric TEnsor Factor Analysis models…

Methodology · Statistics 2024-04-03 Elynn Y. Chen , Dong Xia , Chencheng Cai , Jianqing Fan

We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…

Numerical Analysis · Mathematics 2020-07-07 Britta Schmitt , Boris N. Khoromskij , Venera Khoromskaia , Volker Schulz

By representing documents as mixtures of topics, topic modeling has allowed the successful analysis of datasets across a wide spectrum of applications ranging from ecology to genetics. An important body of recent work has demonstrated the…

Statistics Theory · Mathematics 2025-01-03 Yating Liu , Claire Donnat

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…

Information Theory · Computer Science 2013-11-01 Zemin Zhang , Gregory Ely , Shuchin Aeron , Ning Hao , Misha Kilmer

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been…

Machine Learning · Computer Science 2022-09-13 Changxiao Cai , Gen Li , H. Vincent Poor , Yuxin Chen

Symmetric tensor decomposition is an important problem with applications in several areas for example signal processing, statistics, data analysis and computational neuroscience. It is equivalent to Waring's problem for homogeneous…

Symbolic Computation · Computer Science 2019-09-12 Matías Bender , Jean-Charles Faugère , Ludovic Perret , Elias Tsigaridas

Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a…

Machine Learning · Statistics 2022-06-16 José Henrique de Morais Goulart , Romain Couillet , Pierre Comon

Informed by recent work on tensor singular value decomposition and circulant algebra matrices, this paper presents a new theoretical bridge that unifies the hypercomplex and tensor-based approaches to singular value decomposition and robust…

Signal Processing · Electrical Eng. & Systems 2018-01-12 Tak-Shing T. Chan , Yi-Hsuan Yang

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

Methodology · Statistics 2021-08-10 Karl Oskar Ekvall

We study extensions of compressive sensing and low rank matrix recovery to the recovery of low rank tensors from incomplete linear information. While the reconstruction of low rank matrices via nuclear norm minimization is rather…

Information Theory · Computer Science 2017-02-16 Holger Rauhut , Željka Stojanac

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…

Machine Learning · Statistics 2020-12-15 Chanwoo Lee , Miaoyan Wang

This paper presents a tensor-recovery method to solve probabilistic power flow problems. Our approach generates a high-dimensional and sparse generalized polynomial-chaos expansion that provides useful statistical information. The result…

Computational Engineering, Finance, and Science · Computer Science 2015-08-12 Zheng Zhang , Hung Dinh Nguyen , Konstantin Turitsyn , Luca Daniel

We study nonconvex optimization in high dimensions through Langevin dynamics, focusing on the multi-spiked tensor PCA problem. This tensor estimation problem involves recovering $r$ hidden signal vectors (spikes) from noisy Gaussian tensor…

Machine Learning · Statistics 2024-12-20 Gérard Ben Arous , Cédric Gerbelot , Vanessa Piccolo