<p>We study the spiked tensor model whose noise entries follow general distributions with zero mean, unit variance, and finite fourth moment. We consider the asymmetric (independent-entry) model. Let <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(s_1=\langle u^{(1)},v_0\rangle \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>s</mi> <mn>1</mn> </msub> <mo>=</mo> <mrow> <mo stretchy="false">⟨</mo> <msup> <mi>u</mi> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo>,</mo> <msub> <mi>v</mi> <mn>0</mn> </msub> <mo stretchy="false">⟩</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> be the signal projection at the first iteration of the tensor power iteration method. We prove that <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\mathbb {E}[s_1]=\beta m_0^{k-1}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="double-struck">E</mi> <mrow> <mo stretchy="false">[</mo> <msub> <mi>s</mi> <mn>1</mn> </msub> <mo stretchy="false">]</mo> </mrow> <mo>=</mo> <mi>β</mi> <msubsup> <mi>m</mi> <mn>0</mn> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\textrm{Var}(s_1)=1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mtext>Var</mtext> <mo stretchy="false">(</mo> <msub> <mi>s</mi> <mn>1</mn> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> for all admissible distributions of the noise entries. Furthermore, under a mild delocalization condition on the initialization of the power method, the centered projection <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(s_1-\beta m_0^{k-1}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>s</mi> <mn>1</mn> </msub> <mo>-</mo> <mi>β</mi> <msubsup> <mi>m</mi> <mn>0</mn> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> </mrow> </math></EquationSource> </InlineEquation> is asymptotically Gaussian: <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(s_1-\beta m_0^{k-1}\overset{d}{\rightarrow }\mathcal {N}(0,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>s</mi> <mn>1</mn> </msub> <mo>-</mo> <mi>β</mi> <msubsup> <mi>m</mi> <mn>0</mn> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <mover> <mo stretchy="false">→</mo> <mi>d</mi> </mover> <mi mathvariant="script">N</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>. Thus, the signal projection at the first iteration of the tensor power iteration method is asymptotically universal. We also establish concentration bounds for the projection <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(s_1\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>s</mi> <mn>1</mn> </msub> </math></EquationSource> </InlineEquation> and provide a heuristic approximation formula for the normalized first iterate of the tensor power method. Finally, simulations are presented to support the theoretical results.</p>

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Universality of the first-step signal projection in tensor PCA

  • Mohammad Meysami,
  • Umesh Kumar,
  • Alex Meisami

摘要

We study the spiked tensor model whose noise entries follow general distributions with zero mean, unit variance, and finite fourth moment. We consider the asymmetric (independent-entry) model. Let \(s_1=\langle u^{(1)},v_0\rangle \) s 1 = u ( 1 ) , v 0 be the signal projection at the first iteration of the tensor power iteration method. We prove that \(\mathbb {E}[s_1]=\beta m_0^{k-1}\) E [ s 1 ] = β m 0 k - 1 and \(\textrm{Var}(s_1)=1\) Var ( s 1 ) = 1 for all admissible distributions of the noise entries. Furthermore, under a mild delocalization condition on the initialization of the power method, the centered projection \(s_1-\beta m_0^{k-1}\) s 1 - β m 0 k - 1 is asymptotically Gaussian: \(s_1-\beta m_0^{k-1}\overset{d}{\rightarrow }\mathcal {N}(0,1)\) s 1 - β m 0 k - 1 d N ( 0 , 1 ) . Thus, the signal projection at the first iteration of the tensor power iteration method is asymptotically universal. We also establish concentration bounds for the projection \(s_1\) s 1 and provide a heuristic approximation formula for the normalized first iterate of the tensor power method. Finally, simulations are presented to support the theoretical results.