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Averaged Annealed Markov Chains Achieve the Algorithmic Threshold for Tensor PCA, Part I: Glauber Dynamics

Das, Aniket et al.
arXiv (All) · Papers
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data-structures-and-algorithmsmachine-learningprobability
In the tensor principal components analysis (tensor PCA) problem, we are asked to recover an unknown vector in $\{\pm1\}^N$ from a noisy observation of its $k$-th tensor power, for a fixed $k\ge3$. Tensor PCA exhibits a well-studied information-computation gap: global algorithms such as spectral met
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