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We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-$3$ tensor $T$ of the form $T = \tau \cdot v_0^{\otimes 3} + A$, where $\tau \geq 0$ is a signal-to-noise ratio, $v_0$ is a unit vector, and $A$ is a random noise tensor, the goal is to recover the planted vector $v_0$.
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Quentin Berthet and Philippe Rigollet, Complexity theoretic lower bounds for sparse principal component detection , COLT 2013 - The 26th Annual Conference on Learning Theory, June 12-14, 2013, Princeton University, NJ, USA, 2013, pp. 1046–1066
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2014
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2014
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Andrea Montanari and Emile Richard, A statistical model for tensor pca , Advances in Neural Information Processing Systems, 2014, pp. 2897–2905
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Animashree Anandkumar, Rong Ge, Daniel Hsu, Sham M. Kakade, and Matus Telgarsky, Tensor decompositions for learning latent variable models , Journal of Machine Learning Research 15
2014
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Roman Vershynin, Introduction to the non-asymtotic analysis of random matrices , 210–268
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