Optimal Bias-variance Tradeoff in Matrix and Tensor Estimation

Shivam Kumar, Xiaokai Luo, Haotian Xu +3

We study matrix and tensor denoising when the underlying signal is \textbf{not} necessarily low-rank. In the tensor setting, we observe \[ Y = X^\ast + Z \in \mathbb{R}^{p_1 \times…