Statistical inference for low-rank tensors: Heteroskedasticity, subgaussianity, and applications
低秩张量的统计推断:异方差、次高斯性与应用
In this paper, we consider inference and uncertainty quantification for low Tucker rank tensors with additive noise in the high-dimensional regime. Focusing on the output of the higher-order orthogonal iteration (HOOI) algorithm, a commonly used algorithm for tensor singular value decomposition, we establish nonasymptotic distributional theory and study how to construct confidence regions and intervals for both the estimated singular vectors and the tensor entries in the…