Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

3773110146 · Jun 202019922001200920172026
48 results for noisy tensor

The paper tackles tensor factorization and completion from noisy data.

problem Sparse nonnegative tensor factorization and completion from partial and noisy observations.
method Minimizes the sum of maximum likelihood estimation and tensor 0\ell_0 norm with nonnegativity constraints.
result Error bounds and minimax lower bounds are established for the proposed model.

Paper develops RGN method for estimating low-rank tensors from noisy measurements.

problem Estimating low-rank tensors from noisy linear measurements.
method Riemannian Gauss-Newton (RGN) method for efficient low-rank tensor estimation.
result First local quadratic convergence guarantee of RGN for low-rank tensor estimation in noisy settings.

New method estimates tensors from noisy data with missing entries.

problem Tensor estimation from noisy observations with missing entries.
method Sign series representation for tensor completion, addressing low- and high-rank signals.
result Excess risk bounds, estimation error rates, and sample complexities established.

New tensor recovery method uses Riemannian optimization on Segre manifold.

problem Recovering low-rank tensors from noisy measurements.
method Riemannian Gradient Descent (RGD) and Riemannian Gauss-Newton (RGN) algorithms over the Segre manifold.
result Proven convergence rates for RGD and RGN under mild noise assumptions.

Study analyzes accuracy of tensor deflation in noisy conditions.

problem Analyzing accuracy of tensor deflation in noisy conditions.
method Asymptotic study of Hotelling-type tensor deflation in large tensor dimensions.
result Characterization of estimated singular values and singular vector alignments.

Proposes a method for tensor completion with sparse factors and missing data.

problem Recovering nonnegative data from noisy observations with missing values.
method Sparse nonnegative Tucker decomposition with 0\ell_0 norm for sparsity, maximum likelihood estimation, and error bounds.
result The method outperforms existing tensor-based or matrix-based methods in nonnegative tensor data completion.

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive f…

2019-11-11abs ↗pdf ↗

In the noisy tensor completion problem we observe mm entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3n_1 \times n_2 \times n_3 tensor TT. We assume that TT is entry-wise close to being rank rr. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…

2015-01-26abs ↗pdf ↗

Low-rank signal modeling has been widely leveraged to capture non-local correlation in image processing applications. We propose a new method that employs low-rank tensor factor analysis for tensors generated by grouped image patches. The low-rank tensors are fed into the alternative direction multiplier method (ADMM) …

2018-03-19abs ↗pdf ↗

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which ensures exact recovery in the noiseless case and stable recovery in the noisy cas…

2018-01-29abs ↗pdf ↗

Paper optimizes tensor deflation for non-orthogonal signals.

problem Recovering low-rank signals from noisy tensors with correlated components.
method Developed an asymptotic analysis and optimized deflation procedure using random tensor theory.
result Proposed an efficient tensor deflation algorithm that optimizes a parameter introduced in the deflation mechanism.

Study uncovers statistical optimality of nonconvex tensor completion methods.

problem Estimating a low-rank tensor from incomplete and corrupted observations.
method Two-stage estimation algorithm for nonconvex optimization.
result Nonconvex tensor completion achieves optimal 2\ell_{2} accuracy.

Efficient method for tensor linear form inference with noisy incomplete data.

problem Statistical inference of tensor linear forms with incomplete and noisy observations.
method Initial estimate + debiasing + one-step power iteration.
result Optimal uncertainty quantification and statistical-to-computational gaps examined.

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding parameters with the maximum likelihood is NP-hard even in very simple settings. In rece…

2016-12-28abs ↗pdf ↗

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete, ordinal-valued observations. Two related problems are studied, one on tensor denoising an…

2020-02-16abs ↗pdf ↗

SGD recovers multiple signal vectors in noisy tensor PCA.

problem Estimating multiple signal vectors from noisy tensor observations.
method Online stochastic gradient descent (SGD) in high dimensions with detailed analysis of correlations.
result Sequential elimination of correlations allows recovery of all spikes from Np2N^{p-2} samples.

We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-rr, order-dd, N×N××NN \times N \times \cdots \times N tensor where r=O(1)r=O(1), the best sampling complexity that was achieved is O(Nd2)O(N^{\frac{d}{2}}), which is obtained by solving a tensor nuclear-norm minimizatio…

2017-11-14abs ↗pdf ↗

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing works on tensor recovery have focused on data losses and random noises. Only a few …

2019-12-05abs ↗pdf ↗

Study of Langevin dynamics for tensor PCA recovery in high dimensions.

problem Recovering hidden signal vectors (spikes) from noisy Gaussian tensor observations.
method Langevin dynamics approach for nonconvex optimization.
result Sample complexity matches the single-spike case but degrades for all spikes.

We consider the problem of identifying multiway block structure from a large noisy tensor. Such problems arise frequently in applications such as genomics, recommendation system, topic modeling, and sensor network localization. We propose a tensor block model, develop a unified least-square estimation, and obtain the t…

2019-06-10abs ↗pdf ↗

NA0_0CT2^2 improves tensor regression predictions with 0\ell_0 regularization.

problem Improving tensor regression predictions with structural information.
method Noise-Augmented 0\ell_0 regularization on Tucker decomposition.
result Achieves exact 0\ell_0 regularization on core tensor in linear and generalized linear tensor regression.

Study reveals efficient recovery of multi-modal signals via Bayesian methods and sequential learning.

problem Recovering multiple high-dimensional signals from correlated modalities.
method Bayesian Approximate Message Passing and Sequential Curriculum Learning.
result Sequential learning strategy optimally recovers weak signals in multi-modal settings.

Paper identifies latent factors from noisy measurements using tensor decomposition.

problem Identification of latent factors from noisy, correlated measurements.
method Tensor decomposition of third order cross moments, Kruskal theorem, Kotlarski identity, generalized Kruskal rank.
result Full distribution of latent factors and measurement errors identified without injective measurements.

Quantum neural network and tensor network models outperform classical models in Japanese stock market predictions.

problem Improving stock return predictions using quantum and quantum-inspired machine learning.
method Evaluation of quantum neural network and tensor network models against classical models like linear and neural networks.
result Tensor network model outperforms classical models in Japanese stock market, including linear and neural network models.

The completion of tensors, or high-order arrays, attracts significant attention in recent research. Current literature on tensor completion primarily focuses on recovery from a set of uniformly randomly measured entries, and the required number of measurements to achieve recovery is not guaranteed to be optimal. In add…

2016-11-03abs ↗pdf ↗

We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for learning the column space of the matrix (tensor) and consequently, our results …

2013-04-17abs ↗pdf ↗

CNNs achieve remarkable performance by leveraging deep, over-parametrized architectures, trained on large datasets. However, they have limited generalization ability to data outside the training domain, and a lack of robustness to noise and adversarial attacks. By building better inductive biases, we can improve robust…

2019-02-27abs ↗pdf ↗

SAM improves generalization in overparameterized models, but its behavior in tensorized models is less understood.

problem Understanding the implicit regularization of SAM in tensorized models.
method Scale-invariance analysis and gradient flow analysis to derive Norm Deviation as a measure of core norm imbalance, and propose Deviation-Aware Scaling (DAS).
result DAS achieves competitive or improved performance over SAM, while offering reduced computational overhead.