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This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metric) and follows a given prior distribution. In this setup,…

Statistics Theory · Mathematics 2024-09-10 Florent Bouchard , Alexandre Renaux , Guillaume Ginolhac , Arnaud Breloy

The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…

Optimization and Control · Mathematics 2025-04-30 Boris S. Mordukhovich , Pengcheng Wu , Xiaoqi Yang

Random matrix models encode a theory of random two dimensional surfaces with applications to string theory, conformal field theory, statistical physics in random geometry and quantum gravity in two dimensions. The key to their success lies…

Mathematical Physics · Physics 2012-09-21 Razvan Gurau

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…

Machine Learning · Computer Science 2016-06-13 Furong Huang

We propose a Bayesian tensor-on-tensor regression approach to predict a multidimensional array (tensor) of arbitrary dimensions from another tensor of arbitrary dimensions, building upon the Tucker decomposition of the regression…

Methodology · Statistics 2022-10-21 Kunbo Wang , Yanxun Xu

Theory of numerical range and numerical radius for tensors is not studied much in the literature. In 2016, Ke {\it et al.} [Linear Algebra Appl., 508 (2016) 100-132] introduced first the notion of numerical range of a tensor via the…

Rings and Algebras · Mathematics 2025-08-08 Nirmal Chandra Rout , Krushnachandra Panigrahy , Debasisha Mishra

Modeling inverse dynamics is crucial for accurate feedforward robot control. The model computes the necessary joint torques, to perform a desired movement. The highly non-linear inverse function of the dynamical system can be approximated…

Machine Learning · Computer Science 2017-11-15 Stephan Baier , Volker Tresp

This is a survey on Reidemeister torsion for hyperbolic three-manifolds of finite volume. Torsions are viewed as topological invariants and also as functions on the variety of representations in $\operatorname{ SL}_2(\mathbb C)$. In both…

Geometric Topology · Mathematics 2016-05-27 Joan Porti

The theory of spaces with different (not only by sign) contravariant and covariant affine connections and metrics [}$(\bar{L}_n,g)$\QTR{it}{-spaces] is worked out within the framework of the tensor analysis over differentiable manifolds and…

General Relativity and Quantum Cosmology · Physics 2007-05-23 S. Manoff

A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estimator for sub-Gaussian data. While Catoni's framework has…

Statistics Theory · Mathematics 2026-02-16 Zhijun Cai , Xiang Li , Lihu Xu

Though algebraic geometry over $\mathbb C$ is often used to describe the closure of the tensors of a given size and complex rank, this variety includes tensors of both smaller and larger rank. Here we focus on the $n\times n\times n$…

Algebraic Geometry · Mathematics 2012-11-16 Elizabeth S. Allman , Peter D. Jarvis , John A. Rhodes , Jeremy G. Sumner

We study the problem of factor modelling vector- and tensor-valued time series in the presence of heavy tails in the data, which produce extreme observations with non-negligible probability. We propose to combine a two-step procedure for…

Methodology · Statistics 2025-09-08 Matteo Barigozzi , Haeran Cho , Hyeyoung Maeng

Heavy-tailed distributions have been studied in statistics, random matrix theory, physics, and econometrics as models of correlated systems, among other domains. Further, heavy-tail distributed eigenvalues of the covariance matrix of the…

Machine Learning · Computer Science 2021-05-25 John Y. Shin

The notion of convolution of two probability vectors, corresponding to a coincidence experiment can be extended for a family of binary operations determined by (tri)stochastic tensors, to describe Markov chains of a higher order. The…

Quantum Physics · Physics 2023-12-19 Rafał Bistroń , Wojciech Śmiałek , Karol Życzkowski

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

Machine Learning · Statistics 2019-04-16 Kean Ming Tan , Qiang Sun , Daniela Witten

In this paper, we consider certain $\sigma$-finite measures which can be interpreted as the output of a linear filter. We assume that these measures have regularly varying tails and study whether the input to the linear filter must have…

Probability · Mathematics 2009-03-04 Martin Jacobsen , Thomas Mikosch , Jan Rosiński , Gennady Samorodnitsky

In contemporary scientific research, it is of great interest to predict a categorical response based on a high-dimensional tensor (i.e. multi-dimensional array) and additional covariates. This mixture of different types of data leads to…

Methodology · Statistics 2018-05-14 Yuqing Pan , Qing Mai , Xin Zhang

We provide asymptotic theory for certain functions of the sample autocovariance matrices of a high-dimensional time series with infinite fourth moment. The time series exhibits linear dependence across the coordinates and through time.…

Statistics Theory · Mathematics 2020-01-16 Johannes Heiny , Thomas Mikosch

We apply the Bennett-Carbery-Tao multilinear restriction estimate in order to bound restriction operators and more general oscillatory integral operators. We get improved L^p estimates in the Stein restriction problem for dimension at least…

Classical Analysis and ODEs · Mathematics 2011-03-28 Jean Bourgain , Larry Guth

This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…

Numerical Analysis · Mathematics 2017-10-05 Harri Hakula , Pauliina Ilmonen , Vesa Kaarnioja