Nonconvex optimization meets low-rank matrix factorization: An overview

Y Chi, YM Lu, Y Chen - IEEE Transactions on Signal …, 2019 - ieeexplore.ieee.org
Substantial progress has been made recently on developing provably accurate and efficient
algorithms for low-rank matrix factorization via nonconvex optimization. While conventional …

Tensors in statistics

X Bi, X Tang, Y Yuan, Y Zhang… - Annual review of statistics …, 2021 - annualreviews.org
This article provides an overview of tensors, their properties, and their applications in
statistics. Tensors, also known as multidimensional arrays, are generalizations of matrices to …

Gradient descent with random initialization: Fast global convergence for nonconvex phase retrieval

Y Chen, Y Chi, J Fan, C Ma - Mathematical Programming, 2019 - Springer
This paper considers the problem of solving systems of quadratic equations, namely,
recovering an object of interest x^ ♮ ∈ R^ nx♮∈ R n from m quadratic equations/samples …

Nonconvex low-rank tensor completion from noisy data

C Cai, G Li, HV Poor, Y Chen - Advances in neural …, 2019 - proceedings.neurips.cc
We study a completion problem of broad practical interest: the reconstruction of a low-rank
symmetric tensor from highly incomplete and randomly corrupted observations of its entries …

An optimal statistical and computational framework for generalized tensor estimation

R Han, R Willett, AR Zhang - The Annals of Statistics, 2022 - projecteuclid.org
An optimal statistical and computational framework for generalized tensor estimation Page 1 The
Annals of Statistics 2022, Vol. 50, No. 1, 1–29 https://doi.org/10.1214/21-AOS2061 © Institute of …

Heteroskedastic PCA: Algorithm, optimality, and applications

AR Zhang, TT Cai, Y Wu - The Annals of Statistics, 2022 - projecteuclid.org
Heteroskedastic PCA: Algorithm, optimality, and applications Page 1 The Annals of Statistics
2022, Vol. 50, No. 1, 53–80 https://doi.org/10.1214/21-AOS2074 © Institute of Mathematical …

Subspace estimation from unbalanced and incomplete data matrices: statistical guarantees

C Cai, G Li, Y Chi, HV Poor, Y Chen - 2021 - projecteuclid.org
Subspace estimation from unbalanced and incomplete data matrices: l2,infty statistical
guarantees Page 1 The Annals of Statistics 2021, Vol. 49, No. 2, 944–967 https://doi.org/10.1214/20-AOS1986 …

Scaling and scalability: Provable nonconvex low-rank tensor estimation from incomplete measurements

T Tong, C Ma, A Prater-Bennette, E Tripp… - Journal of Machine …, 2022 - jmlr.org
Tensors, which provide a powerful and flexible model for representing multi-attribute data
and multi-way interactions, play an indispensable role in modern data science across …

Optimal sparse singular value decomposition for high-dimensional high-order data

A Zhang, R Han - Journal of the American Statistical Association, 2019 - Taylor & Francis
In this article, we consider the sparse tensor singular value decomposition, which aims for
dimension reduction on high-dimensional high-order data with certain sparsity structure. A …

Generalized low-rank plus sparse tensor estimation by fast Riemannian optimization

JF Cai, J Li, D Xia - Journal of the American Statistical Association, 2023 - Taylor & Francis
We investigate a generalized framework to estimate a latent low-rank plus sparse tensor,
where the low-rank tensor often captures the multi-way principal components and the sparse …