Related papers: The large $N$ factorization does not hold for arbi…
We extend the notion of trend filtering to tensors by considering the $k^{\rm th}$-order Vitali variation, a discretized version of the integral of the absolute value of the $k^{\rm th}$-order total derivative. We prove adaptive…
We present a scalable Bayesian model for low-rank factorization of massive tensors with binary observations. The proposed model has the following key properties: (1) in contrast to the models based on the logistic or probit likelihood,…
We propose a procedure to determine the dimension of the common factor space in a large, possibly non-stationary, dataset. Our procedure is designed to determine whether there are (and how many) common factors (i) with linear trends, (ii)…
Tensor decomposition is a fundamental framework to analyze data that can be represented by multi-dimensional arrays. In practice, tensor data is often accompanied by temporal information, namely the time points when the entry values were…
It is well known that tensor models for a tensor with no symmetry admit a $1/N$ expansion dominated by melonic graphs. This result relies crucially on identifying \emph{jackets} which are globally defined ribbon graphs embedded in the…
Restriction is a natural quasi-order on $d$-way tensors. We establish a remarkable aspect of this quasi-order in the case of tensors over a fixed finite field -- namely, that it is a well-quasi-order: it admits no infinite antichains and no…
Primordial non-Gaussianity introduces a scale-dependent variation in the clustering of density peaks corresponding to rare objects. This variation, parametrized by the bias, is investigated on scales where a linear perturbation theory is…
We provide general formulae for the topologically twisted index of a general three-dimensional ${\cal N}\geq 2$ gauge theory with an M-theory or massive type IIA dual in the large $N$ limit. The index is defined as the supersymmetric path…
Gaussian processes with derivative information are useful in many settings where derivative information is available, including numerous Bayesian optimization and regression tasks that arise in the natural sciences. Incorporating derivative…
The complexity of bilinear maps (equivalently, of $3$-mode tensors) has been studied extensively, most notably in the context of matrix multiplication. While circuit complexity and tensor rank coincide asymptotically for $3$-mode tensors,…
Let $P_n$ be the $n$-step right product $A_1\cdots A_n$, where $A_1,A_2,\dots$ is a given infinite sequence of $d\times d$ matrices with nonnegative entries. In a wide range of situations, the normalized matrix product $P_n/{\Vert…
High-dimensional tensor-valued data have recently gained attention from researchers in economics and finance. We consider the estimation and inference of high-dimensional tensor factor models, where each dimension of the tensor diverges.…
We study the decomposability and the subdifferential of the tensor nuclear norm. Both concepts are well understood and widely applied in matrices but remain unclear for higher-order tensors. We show that the tensor nuclear norm admits a…
We investigate the maximal size of distinguished submatrices of a Gaussian random matrix. Of interest are submatrices whose entries have average greater than or equal to a positive constant, and submatrices whose entries are well-fit by a…
A cross matrix $X$ can have nonzero elements located only on the main diagonal and the anti-diagonal, so that the sparsity pattern has the shape of a cross. It is shown that $X$ can be factorized into products of matrices that are at most…
We obtain estimates on the number $|\mathcal{A}_{\boldsymbol{\lambda}}|$ of elements on a linear family $\mathcal{A}$ of monic polynomials of $\mathbb{F}_q[T]$ of degree $n$ having factorization pattern…
The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…
We define triangulated factorization systems on triangulated categories, and prove that a suitable subclass thereof (the normal triangulated torsion theories) corresponds bijectively to $t$-structures on the same category. This result is…
It is well-known that the trace-free Einstein tensor of a pseudo-Riemannian metric cannot arise by variation of a local diffeomorphism-invariant action functional with the (inverse) metric as field variable. We show that this statement…
We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…