2 papers
math.ST2026
Dimension-free Bounds for Covariance Estimation with Tensor-Train Structure
Artsiom Patarusau, Nikita Puchkin, Maxim Rakhuba +1
We consider a problem of covariance estimation from a sample of i.i.d. high-dimensional random vectors. To avoid the curse of dimensionality, we impose an additional assumption on…
math.NA2025
Optimization on the Extended Tensor-Train Manifold with Shared Factors
Alexander Molozhavenko, Maxim Rakhuba
This paper studies tensors that admit decomposition in the Extended Tensor Train (ETT) format, with a key focus on the case where some decomposition factors are constrained to be e…