Related papers: Tensor estimation with structured priors

We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…

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…

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…

We study the algorithmic thresholds for principal component analysis of Gaussian $k$-tensors with a planted rank-one spike, via Langevin dynamics and gradient descent. In order to efficiently recover the spike from natural initializations,…

We consider the problem of estimating a rank-one nonsymmetric matrix under additive white Gaussian noise. The matrix to estimate can be written as the outer product of two vectors and we look at the special case in which both vectors are…

We consider the problem of estimating a rank-one perturbation of a Wigner matrix in a setting of low signal-to-noise ratio. This serves as a simple model for principal component analysis in high dimensions. The mutual information per…

Tensor completion is a fundamental tool for incomplete data analysis, where the goal is to predict missing entries from partial observations. However, existing methods often make the explicit or implicit assumption that the observed entries…

We use tools from random matrix theory to study the multi-spiked tensor model, i.e., a rank-$r$ deformation of a symmetric random Gaussian tensor. In particular, thanks to the nature of local optimization methods used to find the maximum…

We consider the problem of estimating a large rank-one tensor ${\boldsymbol u}^{\otimes k}\in({\mathbb R}^{n})^{\otimes k}$, $k\ge 3$ in Gaussian noise. Earlier work characterized a critical signal-to-noise ratio $\lambda_{Bayes}= O(1)$…

We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

We study the performance of a Bayesian statistician who estimates a rank-one signal corrupted by non-symmetric rotationally invariant noise with a generic distribution of singular values. As the signal-to-noise ratio and the noise structure…

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 here the so-called spiked Wigner and Wishart models, where one observes a low-rank matrix perturbed by some Gaussian noise. These models encompass many classical statistical tasks such as sparse PCA, submatrix localization,…

We consider the problem of noiseless and noisy low-rank tensor completion from a set of random linear measurements. In our derivations, we assume that the entries of the tensor belong to a finite field of arbitrary size and that…

We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…

In this lecture note, we discuss a fundamental concept, referred to as the {\it characteristic rank}, which suggests a general framework for characterizing the basic properties of various low-dimensional models used in signal processing.…

We study symmetric spiked matrix models with respect to a general class of noise distributions. Given a rank-1 deformation of a random noise matrix, whose entries are independently distributed with zero mean and unit variance, the goal is…

Modeling of multidimensional signal using tensor is more convincing than representing it as a collection of matrices. The tensor based approaches can explore the abundant spatial and temporal structures of the mutlidimensional signal. The…