Related papers: Inference for Low-rank Tensors -- No Need to Debia…
Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…
Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical imaging. In this paper, we propose a projection estimator…
Learning generative probabilistic models is a core problem in machine learning, which presents significant challenges due to the curse of dimensionality. This paper proposes a joint dimensionality reduction and non-parametric density…
We study the statistical problem of estimating a rank-one sparse tensor corrupted by additive Gaussian noise, a model also known as sparse tensor PCA. We show that for Bernoulli and Bernoulli-Rademacher distributed signals and \emph{for…
We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…
A central question in high-dimensional statistics is to understand statistical--computational gaps: regimes in which recovering a hidden signal is information-theoretically possible but conjectured to be computationally intractable. The…
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…
In this paper, we consider the estimation of a low Tucker rank tensor from a number of noisy linear measurements. The general problem covers many specific examples arising from applications, including tensor regression, tensor completion,…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
In this paper, we study the power iteration algorithm for the spiked tensor model, as introduced in [44]. We give necessary and sufficient conditions for the convergence of the power iteration algorithm. When the power iteration algorithm…
We present an efficient low-rank approximation algorithm for non-negative tensors. The algorithm is derived from our two findings: First, we show that rank-1 approximation for tensors can be viewed as a mean-field approximation by treating…
Tensor, also known as multi-dimensional array, arises from many applications in signal processing, manufacturing processes, healthcare, among others. As one of the most popular methods in tensor literature, Robust tensor principal component…
DeepTensor is a computationally efficient framework for low-rank decomposition of matrices and tensors using deep generative networks. We decompose a tensor as the product of low-rank tensor factors (e.g., a matrix as the outer product of…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
In many modern regression applications, the response consists of multiple categorical random variables whose probability mass is a function of a common set of predictors. In this article, we propose a new method for modeling such a…
Low rank tensor representation underpins much of recent progress in tensor completion. In real applications, however, this approach is confronted with two challenging problems, namely (1) tensor rank determination; (2) handling real tensor…
The study of online decision-making problems that leverage contextual information has drawn notable attention due to their significant applications in fields ranging from healthcare to autonomous systems. In modern applications, contextual…
Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is…
We propose a "small-uniform" statistic for the inference of the functional PCA estimator in a functional linear regression model. The literature has shown two extreme behaviors: on the one hand, the FPCA estimator does not converge in…
This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…