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We study the statistical limits of both detecting and estimating a rank-one deformation of a symmetric random Gaussian tensor. We establish upper and lower bounds on the critical signal-to-noise ratio, under a variety of priors for the…

Probability · Mathematics 2017-01-25 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira

This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case…

Optimization and Control · Mathematics 2013-11-19 Bo Jiang , Shiqian Ma , Shuzhong Zhang

High order cumulant tensors carry information about statistics of non-normally distributed multivariate data. In this work we present a new efficient algorithm for calculation of cumulants of arbitrary order in a sliding window for data…

Data Structures and Algorithms · Computer Science 2022-10-06 Krzysztof Domino , Piotr Gawron

Boolean tensor decomposition approximates data of multi-way binary relationships as product of interpretable low-rank binary factors, following the rules of Boolean algebra. Here, we present its first probabilistic treatment. We facilitate…

Machine Learning · Statistics 2018-05-15 Tammo Rukat , Chris C. Holmes , Christopher Yau

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

In this paper, we consider diffusion index forecasting with both tensor and non-tensor predictors, where the tensor structure is preserved with a Canonical Polyadic (CP) tensor factor model. When the number of non-tensor predictors is…

Methodology · Statistics 2026-02-05 Bin Chen , Yuefeng Han , Qiyang Yu

We consider the high-dimensional inference problem where the signal is a low-rank symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large…

Probability · Mathematics 2017-03-31 Marc Lelarge , Léo Miolane

Tensor train is a hierarchical tensor network structure that helps alleviate the curse of dimensionality by parameterizing large-scale multidimensional data via a set of network of low-rank tensors. Associated with such a construction is a…

Machine Learning · Computer Science 2018-03-15 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

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, 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

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…

Statistics Theory · Mathematics 2020-12-29 Jiaoyang Huang , Daniel Z. Huang , Qing Yang , Guang Cheng

We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-$3$ tensor $T$ of the form $T = \tau \cdot v_0^{\otimes 3} + A$, where $\tau \geq 0$ is a signal-to-noise…

Machine Learning · Computer Science 2015-07-14 Samuel B. Hopkins , Jonathan Shi , David Steurer

In this work, we revisit algorithms for Tensor PCA: given an order-$r$ tensor of the form $T = G+\lambda \cdot v^{\otimes r}$ where $G$ is a random symmetric Gaussian tensor with unit variance entries and $v$ is an unknown boolean vector in…

Data Structures and Algorithms · Computer Science 2025-10-06 Pravesh K. Kothari , Jeff Xu

Many critical EDA problems suffer from the curse of dimensionality, i.e. the very fast-scaling computational burden produced by large number of parameters and/or unknown variables. This phenomenon may be caused by multiple spatial or…

Numerical Analysis · Computer Science 2016-11-18 Zheng Zhang , Kim Batselier , Haotian Liu , Luca Daniel , Ngai Wong

Spectral methods have been the mainstay in several domains such as machine learning and scientific computing. They involve finding a certain kind of spectral decomposition to obtain basis functions that can capture important structures for…

Machine Learning · Computer Science 2020-04-20 Majid Janzamin , Rong Ge , Jean Kossaifi , Anima Anandkumar

Invariant tensors are states in the (local) SU(2) tensor product representation but invariant under global SU(2) action. They are of importance in the study of loop quantum gravity. A random tensor is an ensemble of tensor states. An…

Quantum Physics · Physics 2018-05-29 Youning Li , Muxin Han , Dong Ruan , Bei Zeng

In this paper, we consider inference and uncertainty quantification for low Tucker rank tensors with additive noise in the high-dimensional regime. Focusing on the output of the higher-order orthogonal iteration (HOOI) algorithm, a commonly…

Statistics Theory · Mathematics 2024-10-10 Joshua Agterberg , Anru Zhang

Compressed sensing extends from the recovery of sparse vectors from undersampled measurements via efficient algorithms to the recovery of matrices of low rank from incomplete information. Here we consider a further extension to the…

Numerical Analysis · Mathematics 2014-11-04 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

The tensorial principal component analysis is a generalization of ordinary principal component analysis, focusing on data which are suitably described by tensors rather than matrices. This paper aims at giving the nonperturbative…

High Energy Physics - Theory · Physics 2021-11-04 Vincent Lahoche , Mohamed Ouerfelli , Dine Ousmane Samary , Mohamed Tamaazousti

The computational cost of counting the number of solutions satisfying a Boolean formula, which is a problem instance of #SAT, has proven subtle to quantify. Even when finding individual satisfying solutions is computationally easy (e.g.…

Quantum Physics · Physics 2016-02-19 Jacob D. Biamonte , Jason Morton , Jacob W. Turner