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Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

Probability · Mathematics 2026-05-19 Jiaheng Chen , Daniel Sanz-Alonso

This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…

Econometrics · Economics 2024-10-21 Jungjun Choi , Hyukjun Kwon , Yuan Liao

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

Machine Learning · Computer Science 2013-09-27 Oluwasanmi Koyejo , Joydeep Ghosh

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Optimization and Control · Mathematics 2021-01-01 Yuning Yang

Matrix and tensor completion are frameworks for a wide range of problems, including collaborative filtering, missing data, and image reconstruction. Missing entries are estimated by leveraging an assumption that the matrix or tensor is…

Methodology · Statistics 2019-05-29 Daniel E. Gilbert , Martin T. Wells

This paper addresses the detection of a low rank high-dimensional tensor corrupted by an additive complex Gaussian noise. In the asymptotic regime where all the dimensions of the tensor converge towards $+\infty$ at the same rate, existing…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Antoine Chevreuil , Philippe Loubaton

Most of the modern literature on robust mean estimation focuses on designing estimators which obtain optimal sub-Gaussian concentration bounds under minimal moment assumptions and sometimes also assuming contamination. This work looks at…

Statistics Theory · Mathematics 2024-10-30 Lucas Resende

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…

Computer Vision and Pattern Recognition · Computer Science 2016-06-21 Qibin Zhao , Guoxu Zhou , Liqing Zhang , Andrzej Cichocki , Shun-ichi Amari

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets

We propose the tensorizing flow method for estimating high-dimensional probability density functions from the observed data. The method is based on tensor-train and flow-based generative modeling. Our method first efficiently constructs an…

Machine Learning · Computer Science 2022-12-02 Yinuo Ren , Hongli Zhao , Yuehaw Khoo , Lexing Ying

In the realm of tensor optimization, the low-rank Tucker decomposition is crucial for reducing the number of parameters and for saving storage. We explore the geometry of Tucker tensor varieties -- the set of tensors with bounded Tucker…

Optimization and Control · Mathematics 2024-07-16 Bin Gao , Renfeng Peng , Ya-xiang Yuan

The results of Strassen and Raz show that good enough tensor rank lower bounds have implications for algebraic circuit/formula lower bounds. We explore tensor rank lower and upper bounds, focusing on explicit tensors. For odd d, we…

Computational Complexity · Computer Science 2012-03-05 Boris Alexeev , Michael Forbes , Jacob Tsimerman

Due to the explosive growth of large-scale data sets, tensors have been a vital tool to analyze and process high-dimensional data. Different from the matrix case, tensor decomposition has been defined in various formats, which can be…

Optimization and Control · Mathematics 2023-12-27 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…

Machine Learning · Statistics 2018-03-21 Dong Xia , Ming Yuan , Cun-Hui Zhang

Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor…

Machine Learning · Computer Science 2025-11-03 Hiroki Hasegawa , Yukihiko Okada

We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Rank-metric codes are subspaces of matrices over finite fields endowed with the rank metric and admit a natural tensorial representation. The tensor rank provides a measure of the minimal size of a decomposition of a code into rank-one…

Information Theory · Computer Science 2026-05-22 Matteo Bonini , Eimear Byrne , Giuseppe Cotardo
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