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In this paper, we investigate the statistical convergence rate of a Bayesian low-rank tensor estimator. Our problem setting is the regression problem where a tensor structure underlying the data is estimated. This problem setting occurs in…

Machine Learning · Statistics 2014-08-14 Taiji Suzuki

Suppose that we observe entries or, more generally, linear combinations of entries of an unknown $m\times T$-matrix $A$ corrupted by noise. We are particularly interested in the high-dimensional setting where the number $mT$ of unknown…

Statistics Theory · Mathematics 2011-05-16 Angelika Rohde , Alexandre B. Tsybakov

We study low rank approximation of tensors, focusing on the tensor train and Tucker decompositions, as well as approximations with tree tensor networks and more general tensor networks. For tensor train decomposition, we give a bicriteria…

Data Structures and Algorithms · Computer Science 2023-11-28 Arvind V. Mahankali , David P. Woodruff , Ziyu Zhang

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

Motivated by the many potential applications of low-rank multi-way tensor approximations, we set out to count the rank-one tensors that are critical points of the distance function to a general tensor v. As this count depends on v, we…

Optimization and Control · Mathematics 2017-10-10 Jan Draisma , Emil Horobet

High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…

Statistics Theory · Mathematics 2009-12-31 Sahand Negahban , Martin J. Wainwright

General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…

Numerical Analysis · Mathematics 2019-07-05 Sergey Dolgov , Karim Anaya-Izquierdo , Colin Fox , Robert Scheichl

In this paper, we present a technically simple method to establish upper bounds on the expected injective norm of real and complex random tensors. Our approach is somewhat analogous to the moment method in random matrix theory, and is based…

Probability · Mathematics 2026-03-03 Stephane Dartois , Benjamin McKenna

A common data analysis task is the reduced-rank regression problem: $$\min_{\textrm{rank-}k \ X} \|AX-B\|,$$ where $A \in \mathbb{R}^{n \times c}$ and $B \in \mathbb{R}^{n \times d}$ are given large matrices and $\|\cdot\|$ is some norm.…

Data Structures and Algorithms · Computer Science 2021-07-02 Praneeth Kacham , David P. Woodruff

Tensor completion is a fundamental tool for incomplete data analysis, where the goal is to predict missing entries from partial observations. However, existing methods often make the explicit or implicit assumption that the observed entries…

Machine Learning · Statistics 2022-03-18 Yuning Qiu , Guoxu Zhou , Qibin Zhao , Shengli Xie

An optimal rank-1 approximation of state transition tensors was developed as an efficient alternative to state transition tensors for nonlinear uncertainty quantification. While previous directional state transition tensors used the…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Grace E. Calkins , Jay W. McMahon , Jackson Kulik

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…

Statistics Theory · Mathematics 2021-02-08 Rungang Han , Rebecca Willett , Anru R. Zhang

The article concerns low-rank approximation of matrices generated by sampling a smooth function of two $m$-dimensional variables. We identify several misconceptions surrounding a claim that, for a specific class of analytic functions, such…

Numerical Analysis · Mathematics 2025-09-09 Stanislav Budzinskiy

We present two algorithms to initialize layers of tensorized neural networks and general tensor network algorithms using partial computations of their Frobenius norms and positive lineal entrywise sums, depending on the type of tensor…

Machine Learning · Computer Science 2026-05-04 Alejandro Mata Ali , Iñigo Perez Delgado , Marina Ristol Roura , Aitor Moreno Fdez. de Leceta

This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…

Numerical Analysis · Mathematics 2019-09-11 Anthony Nouy

In this paper we give an explicit solution to the rank constrained matrix approximation in Frobenius norm, which is a generalization of the classical approximation of an m by n matrix A by a matrix of rank k at most.

Optimization and Control · Mathematics 2007-05-23 Shmuel Friedland , Anatoli Torokhti

In this paper, we propose a new approaches for low rank approximation of quaternion tensors \cite{chen2019low,zhang1997quaternions,hamilton1866elements}. The first method uses quasi-norms to approximate the tensor by a low-rank tensor using…

Numerical Analysis · Mathematics 2025-11-21 Alaeddine Zahir , Ahmed Ratnani , Khalide Jbilou

Multiway data often naturally occurs in a tensorial format which can be approximately represented by a low-rank tensor decomposition. This is useful because complexity can be significantly reduced and the treatment of large-scale data sets…

Machine Learning · Computer Science 2021-08-10 Clara Menzen , Manon Kok , Kim Batselier

Tensors with unit Frobenius norm are fundamental objects in many fields, including scientific computing and quantum physics, which are able to represent normalized eigenvectors and pure quantum states. While the tensor train decomposition…

Numerical Analysis · Mathematics 2025-11-07 Renfeng Peng , Chengkai Zhu , Bin Gao , Xin Wang , Ya-xiang Yuan

Covariance matrix plays a central role in multivariate statistical analysis. Significant advances have been made recently on developing both theory and methodology for estimating large covariance matrices. However, a minimax theory has yet…

Statistics Theory · Mathematics 2010-10-20 T. Tony Cai , Cun-Hui Zhang , Harrison H. Zhou