English
Related papers

Related papers: Statistical limits of spiked tensor models

200 papers

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao

The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…

Statistics Theory · Mathematics 2009-09-29 Zvika Ben-Haim , Yonina C. Eldar

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

Optimization and Control · Mathematics 2014-01-28 Christos Thrampoulidis , Samet Oymak , Babak Hassibi

We study the tensor-on-tensor regression, where the goal is to connect tensor responses to tensor covariates with a low Tucker rank parameter tensor/matrix without the prior knowledge of its intrinsic rank. We propose the Riemannian…

Statistics Theory · Mathematics 2024-01-17 Yuetian Luo , Anru R. Zhang

The estimation of parameters characterizing dynamical processes is central to science and technology. The estimation error changes with the number N of resources employed in the experiment (which could quantify, for instance, the number of…

Quantum Physics · Physics 2012-01-10 B. M. Escher , R. L. de Matos Filho , L. Davidovich

We show that the spectral norm of a random $n_1\times n_2\times \cdots \times n_K$ tensor (or higher-order array) scales as $O\left(\sqrt{(\sum_{k=1}^{K}n_k)\log(K)}\right)$ under some sub-Gaussian assumption on the entries. The proof is…

Statistics Theory · Mathematics 2014-07-09 Ryota Tomioka , Taiji Suzuki

The prototypical high-dimensional statistics problem entails finding a structured signal in noise. Many of these problems exhibit an intriguing phenomenon: the amount of data needed by all known computationally efficient algorithms far…

Computational Complexity · Computer Science 2019-11-19 Matthew Brennan , Guy Bresler , Wasim Huleihel

Tensor-based modulation (TBM) has been proposed in the context of unsourced random access for massive uplink communication. In this modulation, transmitters encode data as rank-1 tensors, with factors from a discrete vector constellation.…

Information Theory · Computer Science 2021-11-04 Alexis Decurninge , Ingmar Land , Maxime Guillaud

The ultimate sensitivity of optical detection is limited by the signal-to-noise ratio (SNR). The first part of the paper shows that coherence plays an important role in the noise analysis. Although interference between an auxiliary wave and…

Optics · Physics 2007-05-23 Taras Plakhotnik

We establish maximal concentration bounds for the iterates generated by stochastic approximation algorithms with general step sizes, where the noise has a finite-state Markovian component plus a Martingale-difference component. When the…

Probability · Mathematics 2026-05-21 Shubhada Agrawal , Siva Theja Maguluri , Martin Zubeldia

This article develops limit laws for network sampling based estimates of subgraph counts and clustering coefficient of a large population network, and uses them for predictive inference. A model based approach is used, where the population…

Statistics Theory · Mathematics 2026-04-14 Anirban Mandal , Arindam Chatterjee

Consider the standard Gaussian linear regression model $Y=X\theta+\epsilon$, where $Y\in R^n$ is a response vector and $ X\in R^{n*p}$ is a design matrix. Numerous work have been devoted to building efficient estimators of $\theta$ when $p$…

Statistics Theory · Mathematics 2012-01-26 Nicolas Verzelen

We study the high-dimensional dynamics of online stochastic gradient descent (SGD) for the multi-spiked tensor model. This multi-index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the…

Machine Learning · Statistics 2025-10-24 Gérard Ben Arous , Cédric Gerbelot , Vanessa Piccolo

We consider entanglement-assisted frequency estimation by Ramsey interferometry, in the presence of dephasing noise from spatiotemporally correlated environments.By working in the widely employed local estimation regime, we show that even…

Quantum Physics · Physics 2023-09-20 Francisco Riberi , Gerardo Paz-Silva , Lorenza Viola

We propose a nonparametric factorization approach for sparsely observed tensors. The sparsity does not mean zero-valued entries are massive or dominated. Rather, it implies the observed entries are very few, and even fewer with the growth…

Machine Learning · Statistics 2021-11-04 Conor Tillinghast , Zheng Wang , Shandian Zhe

Restricted Isometry Property (RIP) is of fundamental importance in the theory of compressed sensing and forms the base of many exact and robust recovery guarantees in this field. A quantitative description of RIP involves bounding the…

Information Theory · Computer Science 2020-07-15 Gen Li , Xingyu Xu , Yuantao Gu

Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according…

Methodology · Statistics 2017-07-12 Virginie Ollier , Rémy Boyer , Mohammed Nabil El Korso , Pascal Larzabal

In the Tensor PCA problem introduced by Richard and Montanari (2014), one is given a dataset consisting of $n$ samples $\mathbf{T}_{1:n}$ of i.i.d. Gaussian tensors of order $k$ with the promise that $\mathbb{E}\mathbf{T}_1$ is a rank-1…

Statistics Theory · Mathematics 2021-02-16 Rishabh Dudeja , Daniel Hsu

Sparse linear regression with ill-conditioned Gaussian random designs is widely believed to exhibit a statistical/computational gap, but there is surprisingly little formal evidence for this belief, even in the form of examples that are…

Data Structures and Algorithms · Computer Science 2022-03-08 Jonathan A. Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

This paper develops theoretical results regarding noisy 1-bit compressed sensing and sparse binomial regression. We show that a single convex program gives an accurate estimate of the signal, or coefficient vector, for both of these models.…

Information Theory · Computer Science 2012-07-20 Yaniv Plan , Roman Vershynin