Related papers: Inference for Low-rank Tensors -- No Need to Debia…
The groundbreaking performance of deep neural networks (NNs) promoted a surge of interest in providing a mathematical basis to deep learning theory. Low-rank tensor decompositions are specially befitting for this task due to their close…
Statistical methods relating tensor predictors to scalar outcomes in a regression model generally vectorize the tensor predictor and estimate the coefficients of its entries employing some form of regularization, use summaries of the tensor…
A common approach to perform PCA on probability measures is to embed them into a Hilbert space where standard functional PCA techniques apply. While convergence rates for estimating the embedding of a single measure from $m$ samples are…
Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater…
Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation…
This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…
Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…
Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…
Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…
We introduce Adaptive Subspace PCA (AS-PCA), a framework for principal component analysis of random elements in a general separable Hilbert space. AS-PCA projects the covariance operator onto a data-adaptive finite-dimensional subspace…
Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…
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…
Sparse principal component analysis (sPCA) has become one of the most widely used techniques for dimensionality reduction in high-dimensional datasets. The main challenge underlying sPCA is to estimate the first vector of loadings of the…
Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…
We develop machinery to design efficiently computable and consistent estimators, achieving estimation error approaching zero as the number of observations grows, when facing an oblivious adversary that may corrupt responses in all but an…
This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case…
Performance tuning, software/hardware co-design, and job scheduling are among the many tasks that rely on models to predict application performance. We propose and evaluate low-rank tensor decomposition for modeling application performance.…
A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control…
We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been…
Recent works have shown that imposing tensor structures on the coefficient tensor in regression problems can lead to more reliable parameter estimation and lower sample complexity compared to vector-based methods. This work investigates a…