Permutation recovery of spikes in noisy high-dimensional tensor estimation
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Abstract (arXiv)
We study the dynamics of gradient flow in high dimensions for the multi-spiked tensor problem, where the goal is to estimate r unknown signal vectors (spikes) from noisy Gaussian tensor observations. Specifically, we analyze the maximum likelihood estimation procedure, which involves optimizing a highly nonconvex random function. We determine the sample complexity required for gradient flow to efficiently recover all spikes, without imposing any assumptions on the separation of the signal-to-noise ratios (SNRs). More precisely, our results provide the sample complexity required to guarantee recovery of the spikes up to a permutation. Our work builds on our companion paper [Ben Arous, Gerbelot, Piccolo 2024], which studies Langevin dynamics and determines the sample complexity and separation conditions for the SNRs necessary for ensuring exact recovery of the spikes (where the recovered permutation matches the identity). During the recovery process, the correlations between the estimators and the hidden vectors increase in a sequential manner. The order in which these correlations become significant depends on their initial values and the corresponding SNRs, which ultimately determines the permutation of the recovered spikes.
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References · 17
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5 more
- 2019The Kikuchi Hierarchy and Tensor PCAcited by 15
- 2021Long Random Matrices and Tensor Unfoldingcited by 10
- 2024Stochastic gradient descent in high dimensions for multi-spiked tensor PCAcited by 6
- 2024Sharp Analysis of Power Iteration for Tensor PCAcited by 2
- 2024Langevin dynamics for high-dimensional optimization: the case of multi-spiked tensor PCAcited by 2
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