Provable tensor-train format tensor completion by riemannian optimization
The tensor train (TT) format enjoys appealing advantages in handling structural high-order
tensors. The recent decade has witnessed the wide applications of TT-format tensors from …
tensors. The recent decade has witnessed the wide applications of TT-format tensors from …
[PDF][PDF] Semi-parametric TEnsor Factor Analysis by Iteratively Projected Singular Value Decomposition
This paper introduces a general framework of Semiparametric TEnsor FActor analysis
(STEFA) that focuses on the methodology and theory of lowrank tensor decomposition with …
(STEFA) that focuses on the methodology and theory of lowrank tensor decomposition with …
[PDF][PDF] Optimal estimation of low rank density matrices.
V Koltchinskii, D **a - J. Mach. Learn. Res., 2015 - jmlr.org
The density matrices are positively semi-definite Hermitian matrices of unit trace that
describe the state of a quantum system. The goal of the paper is to develop minimax lower …
describe the state of a quantum system. The goal of the paper is to develop minimax lower …
Computationally efficient and statistically optimal robust high-dimensional linear regression
High-dimensional linear regression under heavy-tailed noise or outlier corruption is
challenging, both computationally and statistically. Convex approaches have been proven …
challenging, both computationally and statistically. Convex approaches have been proven …
Confidence region of singular subspaces for low-rank matrix regression
D **a - IEEE Transactions on Information Theory, 2019 - ieeexplore.ieee.org
Low-rank matrix regression refers to the instances of recovering a low-rank matrix based on
specially designed measurements and the corresponding noisy outcomes. Numerous …
specially designed measurements and the corresponding noisy outcomes. Numerous …
Matrix factorization for multivariate time series analysis
Matrix factorization is a powerful data analysis tool. It has been used in multivariate time
series analysis, leading to the decomposition of the series in a small set of latent factors …
series analysis, leading to the decomposition of the series in a small set of latent factors …
Confidence regions and minimax rates in outlier-robust estimation on the probability simplex
AH Bateni, AS Dalalyan - 2020 - projecteuclid.org
We consider the problem of estimating the mean of a distribution supported by the k-
dimensional probability simplex in the setting where an ε fraction of observations are subject …
dimensional probability simplex in the setting where an ε fraction of observations are subject …
Accelerated sparsity based reconstruction of compressively sensed multichannel EEG signals
Wearable electronics capable of recording and transmitting biosignals can provide
convenient and pervasive health monitoring. A typical EEG recording produces large …
convenient and pervasive health monitoring. A typical EEG recording produces large …
Computationally efficient and statistically optimal robust low-rank matrix and tensor estimation
Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally
and statistically. Convex approaches have been proven statistically optimal but suffer from …
and statistically. Convex approaches have been proven statistically optimal but suffer from …
Optimal Kullback–Leibler aggregation in mixture density estimation by maximum likelihood
We study the maximum likelihood estimator of density of n independent observations, under
the assumption that it is well approximated by a mixture with a large number of components …
the assumption that it is well approximated by a mixture with a large number of components …