When Random Tensors meet Random Matrices - INRIA 2
Article Dans Une Revue The Annals of Applied Probability Année : 2024

When Random Tensors meet Random Matrices

Résumé

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the considered model boils down to the analysis of an equivalent spiked symmetric block-wise random matrix, that is constructed from contractions of the studied tensor with the singular vectors associated to its best rank-1 approximation. Our approach allows the exact characterization of the almost sure asymptotic singular value and alignments of the corresponding singular vectors with the true spike components, when $\frac{n_i}{\sum_{j=1}^d n_j}\to c_i\in (0, 1)$ with $n_i$'s the tensor dimensions. In contrast to other works that rely mostly on tools from statistical physics to study random tensors, our results rely solely on classical RMT tools such as Stein's lemma. Finally, classical RMT results concerning spiked random matrices are recovered as a particular case.
Fichier principal
Vignette du fichier
2112.12348v3.pdf (1.89 Mo) Télécharger le fichier
Origine Fichiers éditeurs autorisés sur une archive ouverte

Dates et versions

hal-04102861 , version 1 (06-01-2025)

Licence

Identifiants

Citer

Mohamed El Amine Seddik, Maxime Guillaud, Romain Couillet. When Random Tensors meet Random Matrices. The Annals of Applied Probability, 2024, 34 (1A), ⟨10.1214/23-AAP1962⟩. ⟨hal-04102861⟩
72 Consultations
0 Téléchargements

Altmetric

Partager

More