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We present a novel framework for the probabilistic modelling of random fourth order material tensor fields, with a focus on tensors that are physically symmetric and positive definite (SPD), of which the elasticity tensor is a prime…

Computational Engineering, Finance, and Science · Computer Science 2025-04-03 Sharana Kumar Shivanand , Bojana Rosić , Hermann G. Matthies

We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…

Methodology · Statistics 2022-04-15 Jian-Feng Cai , Jingyang Li , Dong Xia

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…

Machine Learning · Computer Science 2016-12-30 Sanjeev Arora , Rong Ge , Tengyu Ma , Andrej Risteski

In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…

Computation · Statistics 2021-04-08 Richard J Clancy , Stephen Becker

Large language models have become ubiquitous in modern life, finding applications in various domains such as natural language processing, language translation, and speech recognition. Recently, a breakthrough work [Zhao, Panigrahi, Ge, and…

Data Structures and Algorithms · Computer Science 2023-04-14 Yichuan Deng , Yeqi Gao , Zhao Song

This work finds its place in the statistical mechanical approach to light amplification in disordered media, namely Random Lasers (RLs). The problem of going beyond the standard mean-field Replica Symmetry Breaking (RSB) theory employed to…

Disordered Systems and Neural Networks · Physics 2023-06-16 Jacopo Niedda

In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

Machine Learning · Computer Science 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This…

Machine Learning · Statistics 2015-05-18 Parikshit Shah , Nikhil Rao , Gongguo Tang

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…

Machine Learning · Statistics 2020-12-15 Chanwoo Lee , Miaoyan Wang

Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…

Numerical Analysis · Mathematics 2020-11-30 Paul B. Rohrbach , Sergey Dolgov , Lars Grasedyck , Robert Scheichl

We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner

Matrix models are a highly successful framework for the analytic study of random two dimensional surfaces with applications to quantum gravity in two dimensions, string theory, conformal field theory, statistical physics in random geometry,…

Mathematical Physics · Physics 2012-09-17 Razvan Gurau

We are interested in the estimation of a rank-one tensor signal when only a portion $\varepsilon$ of its noisy observation is available. We show that the study of this problem can be reduced to that of a random matrix model whose spectral…

Machine Learning · Statistics 2025-06-30 Hugo Lebeau

In this paper, we propose a nested matrix-tensor model which extends the spiked rank-one tensor model of order three. This model is particularly motivated by a multi-view clustering problem in which multiple noisy observations of each data…

Machine Learning · Statistics 2023-06-01 Mohamed El Amine Seddik , Mastane Achab , Henrique Goulart , Merouane Debbah

We consider the following detection problem: given a realization of a symmetric matrix ${\mathbf{X}}$ of dimension $n$, distinguish between the hypothesis that all upper triangular variables are i.i.d. Gaussians variables with mean 0 and…

Statistics Theory · Mathematics 2014-11-25 Andrea Montanari , Daniel Reichman , Ofer Zeitouni

We study the tensor-on-tensor regression, where the goal is to connect tensor responses to tensor covariates with a low Tucker rank parameter tensor/matrix without the prior knowledge of its intrinsic rank. We propose the Riemannian…

Statistics Theory · Mathematics 2024-01-17 Yuetian Luo , Anru R. Zhang

In this paper I will describe some results that have been recently obtained in the study of random Euclidean matrices, i.e. matrices that are functions of random points in Euclidean space. In the case of {\sl translation invariant} matrices…

Statistical Mechanics · Physics 2007-05-23 Giorgio Parisi

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Functional Analysis · Mathematics 2019-01-11 R. N. Gumerov , A. S. Sharafutdinov

Statistical inference for tensors has emerged as a critical challenge in analyzing high-dimensional data in modern data science. This paper introduces a unified framework for inferring general and low-Tucker-rank linear functionals of…

Statistics Theory · Mathematics 2025-01-28 Ke Xu , Elynn Chen , Yuefeng Han