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This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

Statistics Theory · Mathematics 2021-02-08 Rungang Han , Rebecca Willett , Anru R. Zhang

We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a…

Machine Learning · Computer Science 2023-08-01 Hongyang R. Zhang , Vatsal Sharan , Moses Charikar , Yingyu Liang

Canonical Polyadic Decomposition (CPD) represents a third-order tensor as the minimal sum of rank-1 terms. Because of its uniqueness properties the CPD has found many concrete applications in telecommunication, array processing, machine…

Spectral Theory · Mathematics 2019-12-06 Ignat Domanov , Lieven De Lathauwer

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

Statistics Theory · Mathematics 2018-01-03 T. Tony Cai , Yihong Wu

This paper provides performance bounds for compressed sensing in the presence of Poisson noise using expander graphs. The Poisson noise model is appropriate for a variety of applications, including low-light imaging and digital streaming,…

Information Theory · Computer Science 2009-11-25 Sina Jafarpour , Rebecca Willett , Maxim Raginsky , Robert Calderbank

There is an emerging interest in tensor factorization applications in big-data analytics and machine learning. To speed up the factorization of extra-large datasets, organized in multidimensional arrays (aka tensors), easy to compute…

Numerical Analysis · Mathematics 2022-03-23 Boian Alexandrov , Derek DeSantis , Gianmarco Manzini , Erik Skau

Tensor decomposition is a powerful computational tool for multiway data analysis. Many popular tensor decomposition approaches---such as the Tucker decomposition and CANDECOMP/PARAFAC (CP)---amount to multi-linear factorization. They are…

Machine Learning · Computer Science 2012-01-17 Zenglin Xu , Feng Yan , Yuan , Qi

Tensor completion is a core machine learning algorithm used in recommender systems and other domains with missing data. While the matrix case is well-understood, theoretical results for tensor problems are limited, particularly when the…

Machine Learning · Statistics 2023-06-13 Kameron Decker Harris , Oscar López , Angus Read , Yizhe Zhu

We propose a novel algorithm for the computation of canonical polyadic decomposition (CPD) of large-scale tensors. The proposed algorithm generalizes the random projection (RAP) technique, which is often used to compute large-scale…

Machine Learning · Computer Science 2021-05-11 Lu-Ming Wang , Ya-Nan Wang , Xiao-Feng Gong , Qiu-Hua Lin , Fei Xiang

We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…

Machine Learning · Computer Science 2022-11-15 Tommaso d'Orsi , Rajai Nasser , Gleb Novikov , David Steurer

We propose an adaptive and provably accurate tensor completion approach based on combining matrix completion techniques (see, e.g., arXiv:0805.4471, arXiv:1407.3619, arXiv:1306.2979) for a small number of slices with a modified noise robust…

Numerical Analysis · Mathematics 2023-07-06 Cullen Haselby , Santhosh Karnik , Mark Iwen

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…

Data Structures and Algorithms · Computer Science 2016-11-24 Kimon Fountoulakis , Abhisek Kundu , Eugenia-Maria Kontopoulou , Petros Drineas

The main challenge with the tensor completion problem is a fundamental tension between computation power and the information-theoretic sample complexity rate. Past approaches either achieve the information-theoretic rate but lack practical…

Optimization and Control · Mathematics 2024-04-05 Xin Chen , Sukanya Kudva , Yongzheng Dai , Anil Aswani , Chen Chen

This paper describes performance bounds for compressed sensing in the presence of Poisson noise when the underlying signal, a vector of Poisson intensities, is sparse or compressible (admits a sparse approximation). The signal-independent…

Information Theory · Computer Science 2009-04-30 Rebecca M. Willett , Maxim Raginsky

New-generation wireless communication systems will employ large-scale antenna arrays to satisfy the increasing capacity demand. This massive scenario brings new challenges to the channel equalization problem due to the increased signal…

Signal Processing · Electrical Eng. & Systems 2019-12-19 Lucas N. Ribeiro , André L. F. de Almeida , João C. M. Mota

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

We consider $N$-way data arrays and low-rank tensor factorizations where the time mode is coded as a sparse linear combination of temporal elements from an over-complete library. Our method, Shape Constrained Tensor Decomposition (SCTD) is…

Machine Learning · Statistics 2016-08-17 Bethany Lusch , Eric C. Chi , J. Nathan Kutz

In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

We introduce a new, quadratically convergent algorithm for finding maximum absolute value entries of tensors represented in the canonical format. The computational complexity of the algorithm is linear in the dimension of the tensor. We…

Numerical Analysis · Mathematics 2017-09-13 Matthew J Reynolds , Gregory Beylkin , Alireza Doostan

We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by a convex rank-reducing term similar to the trace norm. In…

Machine Learning · Computer Science 2008-12-11 Francis Bach , Julien Mairal , Jean Ponce