Related papers: Hotelling Deflation on Large Symmetric Spiked Tens…
In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…
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…
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…
This paper studies the computational and statistical aspects of quantile and pseudo-Huber tensor decomposition. The integrated investigation of computational and statistical issues of robust tensor decomposition poses challenges due to the…
We consider the problem of estimating multiple principal components using the recently-proposed Sparse and Functional Principal Components Analysis (SFPCA) estimator. We first propose an extension of SFPCA which estimates several principal…
In this note, we consider the highly nonconvex optimization problem associated with computing the rank decomposition of symmetric tensors. We formulate the invariance properties of the loss function and show that critical points detected by…
CANDECOMP/PARAFAC (CPD) approximates multiway data by sum of rank-1 tensors. Our recent study has presented a method to rank-1 tensor deflation, i.e. sequential extraction of the rank-1 components. In this paper, we extend the method to…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…
In many practical situations, the useful signal is contained in a low-dimensional subspace, drown in noise and interference. Many questions related to the estimation and detection of the useful signal arise. Because of their particular…
Tensor decomposition is a mathematically supported technique for data compression. It consists of applying some kind of a Low Rank Decomposition technique on the tensors or matrices in order to reduce the redundancy of the data. However, it…
We study a discrete-in-time data-assimilation algorithm based on nudging through a time-delayed feedback control in which the observational measurements have been contaminated by a Gaussian noise process. In the context of the…
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…
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…
In this paper, we study the problem of a batch of linearly correlated image alignment, where the observed images are deformed by some unknown domain transformations, and corrupted by additive Gaussian noise and sparse noise simultaneously.…
The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…
Tensor-ring decomposition of tensors plays a key role in various applications of tensor network representation in physics as well as in other fields. In most heuristic algorithms for the tensor-ring decomposition, one encounters the problem…
In this paper we examine a symmetric tensor decomposition problem, the Gramian decomposition, posed as a rank minimization problem. We study the relaxation of the problem and consider cases when the relaxed solution is a solution to the…
In this paper we generalize the technique of deflation to define two new methods to systematically find many local minima of a nonlinear least squares problem. The methods are based on the Gauss-Newton algorithm, and as such do not require…
We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…
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…