6 results on '"Andrea Montanari"'
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2. The Landscape of the Spiked Tensor Model
- Author
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Song Mei, Andrea Montanari, Gérard Ben Arous, and Mihai Nica
- Subjects
FOS: Computer and information sciences ,Polynomial (hyperelastic model) ,Unit sphere ,Applied Mathematics ,General Mathematics ,Probability (math.PR) ,010102 general mathematics ,Order (ring theory) ,Mathematics - Statistics Theory ,Machine Learning (stat.ML) ,Statistics Theory (math.ST) ,Expected value ,Lambda ,01 natural sciences ,Combinatorics ,010104 statistics & probability ,Statistics - Machine Learning ,Homogeneous polynomial ,FOS: Mathematics ,Ideal (ring theory) ,Tensor ,0101 mathematics ,Mathematics - Probability ,Mathematics - Abstract
We consider the problem of estimating a large rank-one tensor ${\boldsymbol u}^{\otimes k}\in({\mathbb R}^{n})^{\otimes k}$, $k\ge 3$ in Gaussian noise. Earlier work characterized a critical signal-to-noise ratio $\lambda_{Bayes}= O(1)$ above which an ideal estimator achieves strictly positive correlation with the unknown vector of interest. Remarkably no polynomial-time algorithm is known that achieved this goal unless $\lambda\ge C n^{(k-2)/4}$ and even powerful semidefinite programming relaxations appear to fail for $1\ll \lambda\ll n^{(k-2)/4}$. In order to elucidate this behavior, we consider the maximum likelihood estimator, which requires maximizing a degree-$k$ homogeneous polynomial over the unit sphere in $n$ dimensions. We compute the expected number of critical points and local maxima of this objective function and show that it is exponential in the dimensions $n$, and give exact formulas for the exponential growth rate. We show that (for $\lambda$ larger than a constant) critical points are either very close to the unknown vector ${\boldsymbol u}$, or are confined in a band of width $\Theta(\lambda^{-1/(k-1)})$ around the maximum circle that is orthogonal to ${\boldsymbol u}$. For local maxima, this band shrinks to be of size $\Theta(\lambda^{-1/(k-2)})$. These `uninformative' local maxima are likely to cause the failure of optimization algorithms., Comment: 40 pages, 20 pdf figures
- Published
- 2019
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3. Spectral Algorithms for Tensor Completion
- Author
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Andrea Montanari and Nike Sun
- Subjects
FOS: Computer and information sciences ,Rank (linear algebra) ,General Mathematics ,Mathematics - Statistics Theory ,Machine Learning (stat.ML) ,Scale (descriptive set theory) ,Statistics Theory (math.ST) ,010103 numerical & computational mathematics ,02 engineering and technology ,01 natural sciences ,Statistics - Machine Learning ,Rank condition ,Computer Science - Data Structures and Algorithms ,FOS: Mathematics ,0202 electrical engineering, electronic engineering, information engineering ,Data Structures and Algorithms (cs.DS) ,Tensor ,0101 mathematics ,Mathematics ,Complement (set theory) ,Semidefinite programming ,Applied Mathematics ,Order (ring theory) ,020206 networking & telecommunications ,Spectral method ,Algorithm - Abstract
In the tensor completion problem, one seeks to estimate a low-rank tensor based on a random sample of revealed entries. In terms of the required sample size, earlier work revealed a large gap between estimation with unbounded computational resources (using, for instance, tensor nuclear norm minimization) and polynomial-time algorithms. Among the latter, the best statistical guarantees have been proved, for third-order tensors, using the sixth level of the sum-of-squares (SOS) semidefinite programming hierarchy (Barak and Moitra, 2014). However, the SOS approach does not scale well to large problem instances. By contrast, spectral methods --- based on unfolding or matricizing the tensor --- are attractive for their low complexity, but have been believed to require a much larger sample size. This paper presents two main contributions. First, we propose a new unfolding-based method, which outperforms naive ones for symmetric $k$-th order tensors of rank $r$. For this result we make a study of singular space estimation for partially revealed matrices of large aspect ratio, which may be of independent interest. For third-order tensors, our algorithm matches the SOS method in terms of sample size (requiring about $rd^{3/2}$ revealed entries), subject to a worse rank condition ($r\ll d^{3/4}$ rather than $r\ll d^{3/2}$). We complement this result with a different spectral algorithm for third-order tensors in the overcomplete ($r\ge d$) regime. Under a random model, this second approach succeeds in estimating tensors of rank $d\le r \ll d^{3/2}$ from about $rd^{3/2}$ revealed entries.
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- 2018
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4. On the concentration of the number of solutions of random satisfiability formulas
- Author
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Andrea Montanari and Emmanuel Abbe
- Subjects
FOS: Computer and information sciences ,Computer Science - Logic in Computer Science ,Class (set theory) ,Discrete Mathematics (cs.DM) ,General Mathematics ,Existential quantification ,FOS: Physical sciences ,0102 computer and information sciences ,Computational Complexity (cs.CC) ,01 natural sciences ,Combinatorics ,FOS: Mathematics ,Countable set ,0101 mathematics ,Condensed Matter - Statistical Mechanics ,Constraint satisfaction problem ,Mathematics ,Discrete mathematics ,High probability ,Statistical Mechanics (cond-mat.stat-mech) ,Applied Mathematics ,Probability (math.PR) ,010102 general mathematics ,Function (mathematics) ,Computer Graphics and Computer-Aided Design ,Satisfiability ,Logic in Computer Science (cs.LO) ,Computer Science - Computational Complexity ,010201 computation theory & mathematics ,struct ,Mathematics - Probability ,Software ,Computer Science - Discrete Mathematics - Abstract
Let $Z(F)$ be the number of solutions of a random $k$-satisfiability formula $F$ with $n$ variables and clause density $\alpha$. Assume that the probability that $F$ is unsatisfiable is $O(1/\log(n)^{1+\e})$ for $\e>0$. We show that (possibly excluding a countable set of `exceptional' $\alpha$'s) the number of solutions concentrate in the logarithmic scale, i.e., there exists a non-random function $\phi(\alpha)$ such that, for any $\delta>0$, $(1/n)\log Z(F)\in [\phi-\delta,\phi+\delta]$ with high probability. In particular, the assumption holds for all $\alpha
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- 2013
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5. How to find good finite-length codes: from art towards science
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Andrea Montanari, A. Amraoui, and Rudiger Urbanke
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Scale (ratio) ,Transmission (telecommunications) ,Computer science ,Erasure ,Data_CODINGANDINFORMATIONTHEORY ,Electrical and Electronic Engineering ,Low-density parity-check code ,Error detection and correction ,Binary erasure channel ,Scaling ,Algorithm ,Computer Science::Information Theory ,Turns, rounds and time-keeping systems in games - Abstract
We explain how to optimize finite-length LDPC codes for transmission over the binary erasure channel. Our approach relies on an analytic approximation of the erasure probability. This is in turn based on a finite-length scaling result to model large scale erasures and a union bound involving minimal stopping sets to take into account small error events. We show that the performances of optimized ensembles as observed in simulations are well described by our approximation. Although we only address the case of transmission over the binary erasure channel, our method should be applicable to a more general setting.
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- 2007
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6. Estimating random variables from random sparse observations
- Author
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Andrea, Montanari, primary
- Published
- 2008
- Full Text
- View/download PDF
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