Hotelling Deflation on Large Symmetric Spiked Tensors

• URL: http://arxiv.org/abs/2304.10248v1
• Date: Thu, 20 Apr 2023 12:16:05 GMT
• Title: Hotelling Deflation on Large Symmetric Spiked Tensors
• Authors: Mohamed El Amine Seddik, Jos\'e Henrique de Morais Goulart, Maxime Guillaud
• Abstract summary: We provide a precise characterization of the large-dimensional performance of deflation in terms of the alignments of the vectors obtained by successive rank-1 approximation. Our analysis allows an understanding of the deflation mechanism in the presence of noise and can be exploited for designing more efficient signal estimation methods.
• Score: 10.706763980556445
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: This paper studies the deflation algorithm when applied to estimate a low-rank symmetric spike contained in a large tensor corrupted by additive Gaussian noise. Specifically, we provide a precise characterization of the large-dimensional performance of deflation in terms of the alignments of the vectors obtained by successive rank-1 approximation and of their estimated weights, assuming non-trivial (fixed) correlations among spike components. Our analysis allows an understanding of the deflation mechanism in the presence of noise and can be exploited for designing more efficient signal estimation methods.

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