Inference for Low-rank Tensors -- No Need to Debias

• URL: http://arxiv.org/abs/2012.14844v1
• Date: Tue, 29 Dec 2020 16:48:02 GMT
• Title: Inference for Low-rank Tensors -- No Need to Debias
• Authors: Dong Xia and Anru R. Zhang and Yuchen Zhou
• Abstract summary: In this paper, we consider the statistical inference for several low-rank tensor models. For the rank-one PCA model, we establish the theory for inference on each individual singular tensor. Finally, simulations are presented to corroborate our theoretical discoveries.
• Score: 22.163281794187544
• License: http://creativecommons.org/licenses/by-nc-sa/4.0/
• Abstract: In this paper, we consider the statistical inference for several low-rank tensor models. Specifically, in the Tucker low-rank tensor PCA or regression model, provided with any estimates achieving some attainable error rate, we develop the data-driven confidence regions for the singular subspace of the parameter tensor based on the asymptotic distribution of an updated estimate by two-iteration alternating minimization. The asymptotic distributions are established under some essential conditions on the signal-to-noise ratio (in PCA model) or sample size (in regression model). If the parameter tensor is further orthogonally decomposable, we develop the methods and theory for inference on each individual singular vector. For the rank-one tensor PCA model, we establish the asymptotic distribution for general linear forms of principal components and confidence interval for each entry of the parameter tensor. Finally, numerical simulations are presented to corroborate our theoretical discoveries. In all these models, we observe that different from many matrix/vector settings in existing work, debiasing is not required to establish the asymptotic distribution of estimates or to make statistical inference on low-rank tensors. In fact, due to the widely observed statistical-computational-gap for low-rank tensor estimation, one usually requires stronger conditions than the statistical (or information-theoretic) limit to ensure the computationally feasible estimation is achievable. Surprisingly, such conditions ``incidentally" render a feasible low-rank tensor inference without debiasing.

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