Non-asymptotic Tail Bounds for the Kostlan--Shub--Smale Field: Tensor PCA and Spherical k-Spin Complexity
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Abstract (arXiv)
This paper builds a hierarchy of explicit, non-asymptotic tail bounds for the supremum of the Kostlan--Shub--Smale (KSS) random field on the sphere, and applies it to two problems: Spiked Tensor PCA and the landscape of the spherical k-spin model. For Tensor PCA, we study the non-asymptotic statistical limits of estimating a rank-R symmetric signal tensor of order~k≥ 3 and dimension~d≥ 3 from a single Gaussian observation at signal-to-noise ratio~λ, through the profile maximum likelihood estimator, the MLE restricted to normalized rank-R tensors of coherence at least~kappa. Our analysis uses a single reduction: a deterministic geometric inequality (the Tube Method) and a rank-reduction step bound the estimation error by the supremum of the canonical KSS field, which the Kac--Rice formula turns into a Gaussian integral against the expected absolute characteristic polynomial of a shifted Gaussian Orthogonal Ensemble, controlled in turn by the four explicit tail bounds of our hierarchy (three from a Mehta--Fyodorov representation, one from a Ben Arous--Dembo--Guionnet large deviation). The same reduction yields two results, each with explicit constants. For estimation, a finite-(k,d) error bound recovers the asymptotically optimal rate~√dlog k of Perry, Wein and Bandeira, with explicit dependence on the rank~R and the coherence~kappa. For the landscape, a two-sided non-asymptotic bracketing of the annealed complexity of the spherical k-spin Hamiltonian recovers the Auffinger--Ben Arous--vCern'y complexity function in the high-dimensional limit.
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References · 6
- 2014A statistical model for tensor PCAcited by 72
- 2017The landscape of the spiked tensor modelcited by 34
- 2016Statistical limits of spiked tensor modelscited by 28
- 2024Stochastic gradient descent in high dimensions for multi-spiked tensor PCAcited by 7
- 2024Langevin dynamics for high-dimensional optimization: the case of multi-spiked tensor PCAcited by 3
- 2024Second Maximum of a Gaussian Random Field and Exact (t-)Spacing testcited by 2
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