Statistical limits of spiked tensor models

22 Dec 2016Amelia PerryAlexander S. WeinAfonso S. Bandeira

We study the statistical limits of both detecting and estimating a rank-one deformation of a symmetric random Gaussian tensor. We establish upper and lower bounds on the critical signal-to-noise ratio, under a variety of priors for the planted vector: (i) a uniformly sampled unit vector, (ii) i.i.d... (read more)

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