Related papers: Statistical Inference for Low-Rank Tensor Models
Statistical inferences for quadratic functionals of linear regression parameter have found wide applications including signal detection, global testing, inferences of error variance and fraction of variance explained. Classical theory based…
We study principal component analysis (PCA) for mean zero i.i.d. Gaussian observations $X_1,\dots, X_n$ in a separable Hilbert space $\mathbb{H}$ with unknown covariance operator $\Sigma.$ The complexity of the problem is characterized by…
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…
We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…
While post-training model compression can greatly reduce the inference cost of a deep neural network, uncompressed training still consumes a huge amount of hardware resources, run-time and energy. It is highly desirable to directly train a…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples. Our method takes advantage of the property that continuous functions can be approximated by polynomials, which in turn are representable…
The (efficient and parsimonious) decomposition of higher-order tensors is a fundamental problem with numerous applications in a variety of fields. Several methods have been proposed in the literature to that end, with the Tucker and PARAFAC…
We study extensions of compressive sensing and low rank matrix recovery to the recovery of low rank tensors from incomplete linear information. While the reconstruction of low rank matrices via nuclear norm minimization is rather…
Heterogeneous but complementary sources of data provide an unprecedented opportunity for developing accurate statistical models of systems. Although the existing methods have shown promising results, they are mostly applicable to situations…
We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…
Spatiotemporal traffic data (e.g., link speed/flow) collected from sensor networks can be organized as multivariate time series with additional spatial attributes. A crucial task in analyzing such data is to identify and detect anomalous…
Dimensionality reduction for high-order tensors is a challenging problem. In conventional approaches, higher order tensors are `vectorized` via Tucker decomposition to obtain lower order tensors. This will destroy the inherent high-order…
Selecting the latent dimensions (ranks) in tensor factorization is a central challenge that often relies on heuristic methods. This paper introduces a rigorous approach to determine rank identifiability in probabilistic tensor models, based…
The Tucker decomposition expresses a given tensor as the product of a small core tensor and a set of factor matrices. Apart from providing data compression, the construction is useful in performing analysis such as principal component…
Estimation of a conditional mean (linking a set of features to an outcome of interest) is a fundamental statistical task. While there is an appeal to flexible nonparametric procedures, effective estimation in many classical nonparametric…
Bayesian inference in high-dimensional discrete-input additive noise models is a fundamental challenge in communication systems, as the support of the required joint a posteriori probability (APP) mass function grows exponentially with the…
The general linear model is a universally accepted method to conduct and test multiple linear regression models. Using this model one has the ability to simultaneously regress covariates among different groups of data. Moreover, there are…
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…
Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…