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We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Developing efficient and guaranteed nonconvex algorithms has been an important challenge in modern machine learning. Algorithms with good empirical performance such as stochastic gradient descent often lack theoretical guarantees. In this…

Machine Learning · Statistics 2017-06-15 Anima Anandkumar , Yuan Deng , Rong Ge , Hossein Mobahi

In this paper, we consider the singular values and singular vectors of low rank perturbations of large rectangular random matrices, in the regime the matrix is "long": we allow the number of rows (columns) to grow polynomially in the number…

Probability · Mathematics 2021-10-22 Gérard Ben Arous , Daniel Zhengyu Huang , Jiaoyang Huang

We present an iterative algorithm, called the symmetric tensor eigen-rank-one iterative decomposition (STEROID), for decomposing a symmetric tensor into a real linear combination of symmetric rank-1 unit-norm outer factors using only…

Numerical Analysis · Mathematics 2016-02-18 Kim Batselier , Ngai Wong

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…

Machine Learning · Statistics 2014-12-05 Emile Richard , Guillaume Obozinski , Jean-Philippe Vert

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…

Numerical Analysis · Mathematics 2019-07-12 Jared Tanner , Andrew Thompson , Simon Vary

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

Machine Learning · Statistics 2025-11-18 Urte Adomaityte , Gabriele Sicuro , Pierpaolo Vivo

We study symmetric tensor decompositions, i.e. decompositions of the input symmetric tensor T of order 3 as sum of r 3rd-order tensor powers of u_i where u_i are vectors in \C^n. In order to obtain efficient decomposition algorithms, it is…

Data Structures and Algorithms · Computer Science 2025-03-12 Pascal Koiran , Subhayan Saha

The letter proposes an adaptive model reduction approach based on tensor decomposition to speed up time-domain power system simulation. Taylor series expansion of a power system dynamic model is calculated around multiple equilibria…

Systems and Control · Computer Science 2019-04-02 Denis Osipov , Kai Sun

In the tensor completion problem, one seeks to estimate a low-rank tensor based on a random sample of revealed entries. In terms of the required sample size, earlier work revealed a large gap between estimation with unbounded computational…

Data Structures and Algorithms · Computer Science 2016-12-26 Andrea Montanari , Nike Sun

Power systems are subject to fundamental changes due to the increasing infeed of renewable energy sources. Taking the accompanying decentralization of power generation into account, the concept of prosumer-based microgrids gives the…

Systems and Control · Electrical Eng. & Systems 2021-08-11 Lia Strenge , Xiaohan Jing , Ruth Boersma , Paul Schultz , Frank Hellmann , Jürgen Kurths , Jörg Raisch , Thomas Seel

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

In this paper, we propose a novel model to recover a low-rank tensor by simultaneously performing double nuclear norm regularized low-rank matrix factorizations to the all-mode matricizations of the underlying tensor. An block successive…

Computer Vision and Pattern Recognition · Computer Science 2020-05-07 Haijin Zeng , Xiaozhen Xie , Jifeng Ning

In this paper, we take a step towards developing efficient hard thresholding methods for low-rank tensor recovery from memory-efficient linear measurements with tensorial structure. Theoretical guarantees for many standard iterative…

Numerical Analysis · Mathematics 2025-02-06 Shambhavi Suryanarayanan , Elizaveta Rebrova

Spectral methods are a leading approach for tensor PCA with a ``spiked" Gaussian tensor. The methods use the spectrum of a linear operator in a vector space with exponentially high dimension and in Ref. 1 it was shown that quantum…

Quantum Physics · Physics 2026-02-12 Matthew B. Hastings

For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of increasingly powerful algorithms with increasing runtime. Our hierarchy is analogous to the sum-of-squares (SOS) hierarchy but is instead inspired by…

Data Structures and Algorithms · Computer Science 2025-08-21 Alexander S. Wein , Ahmed El Alaoui , Cristopher Moore

Despite recent progress in video generation, inference speed remains a major bottleneck. A common acceleration strategy involves reusing model outputs via caching mechanisms at fixed intervals. However, we find that such fixed-frequency…

Computer Vision and Pattern Recognition · Computer Science 2025-07-10 Zishen Huang , Chunyu Yang , Mengyuan Ren

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

The purpose of this paper is to initiate a phase theory for tensors under the Einstein product, and explore its applications in multilinear control systems. Firstly, the sectorial tensor decomposition for sectorial tensors is derived, which…

Optimization and Control · Mathematics 2025-12-11 Chengdong Liu , Yimin Wei , Guofeng Zhang