On the Accuracy of Hotelling-Type Tensor Deflation: A Random Tensor Analysis

arXiv2211.09004MaRDI QIDQ6417488FDOQ6417488

Authors: Mohamed El Amine Seddik, Maxime Guillaud, Alexis Decurninge

Publication date: 16 November 2022

Abstract: Leveraging on recent advances in random tensor theory, we consider in this paper a rank-

r

asymmetric spiked tensor model of the form

where

and the

A_{i}

's are rank-one tensors such that

l a n g l e A_{i}, A_{j} a n g l e i n [0, 1]

for

i e q j

, based on which we provide an asymptotic study of Hotelling-type tensor deflation in the large dimensional regime. Specifically, our analysis characterizes the singular values and alignments at each step of the deflation procedure, for asymptotically large tensor dimensions. This can be used to construct consistent estimators of different quantities involved in the underlying problem, such as the signal-to-noise ratios

or the alignments between the different signal components

l a n g l e A_{i}, A_{j} a n g l e

.

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