Related papers: Statistical Limits in Random Tensors with Multiple…
Information theory, rooted in computer science, and many-body physics, have traditionally been studied as (almost) independent fields. Only recently has this paradigm started to shift, with many-body physics being studied and characterized…
We study quasi-convex optimization problems, where only a subset of the constraints can be sampled, and yet one would like a probabilistic guarantee on the obtained solution with respect to the initial (unknown) optimization problem. Even…
We study the recovery of multiple high-dimensional signals from two noisy, correlated modalities: a spiked matrix and a spiked tensor sharing a common low-rank structure. This setting generalizes classical spiked matrix and tensor models,…
A fundamental problem in neuroscience is to characterize the dynamics of spiking from the neurons in a circuit that is involved in learning about a stimulus or a contingency. A key limitation of current methods to analyze neural spiking…
We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio $r$. We find that upper limits on $r$ can be biased low by tens of…
Tucker decomposition is the cornerstone of modern machine learning on tensorial data analysis, which have attracted considerable attention for multiway feature extraction, compressive sensing, and tensor completion. The most challenging…
This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). Determining the number of spikes is a fundamental problem which appears in many scientific…
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minimax rank detection. The optimal rate of…
As in random matrix theories, eigenvector/value distributions are important quantities of random tensors in their applications. Recently, real eigenvector/value distributions of Gaussian random tensors have been explicitly computed by…
We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields…
With the advent of quantum and quantum-inspired machine learning, adapting the structure of learning models to match the structure of target datasets has been shown to be crucial for obtaining high performance. Probabilistic models based on…
In this paper, we investigate the random subsampling method for tensor least squares problem with respect to the popular t-product. From the optimization perspective, we present the error bounds in the sense of probability for the residual…
We study the rank of the instantaneous or spot covariance matrix $\Sigma_X(t)$ of a multidimensional continuous semi-martingale $X(t)$. Given high-frequency observations $X(i/n)$, $i=0,\ldots,n$, we test the null hypothesis…
This paper aims to test the number of spikes in a generalized spiked covariance matrix, the spiked eigenvalues of which may be extremely larger or smaller than the non-spiked ones. For a high-dimensional problem, we first propose a general…
We consider the nonconvex optimization problem associated with the decomposition of a real symmetric tensor into a sum of rank-one terms. Use is made of the rich symmetry structure to construct infinite families of critical points…
We develop an efficient numerical method to study the quantum critical behavior of disordered systems with $\mathcal{O}(N)$ order-parameter symmetry in the large$-N$ limit. It is based on the iterative solution of the large$-N$ saddle-point…
We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…
We consider a smooth pessimistic bilevel optimization problem, where the lower-level problem is convex and satisfies the Slater constraint qualification. These assumptions ensure that the Karush-Kuhn-Tucker (KKT) reformulation of our…
We present new stochastic geometry theorems that give bounds on the probability that $m$ random data classes all contain a point in common in their convex hulls. We apply these stochastic separation theorems to obtain bounds on the…