Mutual information for low-rank even-order symmetric tensor estimation
arXiv:1904.04565 · doi:10.1093/imaiai/iaaa022
Abstract
We consider a statistical model for finite-rank symmetric tensor factorization and prove a single-letter variational expression for its asymptotic mutual information when the tensor is of even order. The proof applies the adaptive interpolation method originally invented for rank-one factorization. Here we show how to extend the adaptive interpolation to finite-rank and even-order tensors. This requires new nontrivial ideas with respect to the current analysis in the literature. We also underline where the proof falls short when dealing with odd-order tensors.
arXiv commentPreprint of an article accepted for publication in Information and Inference: A Journal of the IMA
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