Related papers: High-dimensional rank-one nonsymmetric matrix deco…

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

In this paper we introduce and study the Maximum-Average Subtensor ($p$-MAS) problem, in which one wants to find a subtensor of size $k$ of a given random tensor of size $N$, both of order $p$, with maximum sum of entries. We are motivated…

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Observations where additive noise is present can for many models be grouped into a compound observation matrix, adhering to the same type of model. There are many ways the observations can be stacked, for instance vertically, horizontally,…

This work introduces an asymptotic study of Hotelling-type tensor deflation in the presence of noise, in the regime of large tensor dimensions. Specifically, we consider a low-rank asymmetric tensor model of the form $\sum_{i=1}^r…

We study the rank one completion problem for tensors of arbitrary orders. The notion of rank one determinable tensors is introduced. We explore its properties and propose a recursive algorithm for computing rank one tensor completion. This…

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

A precision matrix is the inverse of a covariance matrix. In this paper, we study the problem of estimating the precision matrix with a known graphical structure under high-dimensional settings. We propose a simple estimator of the…

We study the problem of modeling multiple symmetric, weighted networks defined on a common set of nodes, where networks arise from different groups or conditions. We propose a model in which each network is expressed as the sum of a shared…

We show that when a high-dimensional data matrix is the sum of a low-rank matrix and a random error matrix with independent entries, the low-rank component can be consistently estimated by solving a convex minimization problem. We develop a…

Motivated by the many potential applications of low-rank multi-way tensor approximations, we set out to count the rank-one tensors that are critical points of the distance function to a general tensor v. As this count depends on v, we…

We consider the multivariate response regression problem with a regression coefficient matrix of low, unknown rank. In this setting, we analyze a new criterion for selecting the optimal reduced rank. This criterion differs notably from the…

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…

This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

We consider the problem of counting the number of possible sets of rankings (called ranking patterns) generated by unfolding models of codimension one. We express the ranking patterns as slices of the braid arrangement and show that all…

We discuss an approach to compute the first and second moments of the number of eigenvalues $I_N$ that lie in an arbitrary interval of the real line for $N \times N$ Gaussian random matrices. The method combines the standard…

The estimation of correspondences between two images resp. point sets is a core problem in computer vision. One way to formulate the problem is graph matching leading to the quadratic assignment problem which is NP-hard. Several so called…

Higher order data is modeled using matrices whose entries are numerical arrays of a fixed size. These arrays, called t-scalars, form a commutative ring under the convolution product. Matrices with elements in the ring of t-scalars are…