Statistical inference of finite-rank tensors
Abstract
We consider a general statistical inference model of finite-rank tensor products. For any interaction structure and any order of tensor products, we identify the limit free energy of the model in terms of a variational formula. Our approach consists of showing first that the limit free energy must be the viscosity solution to a certain Hamilton-Jacobi equation.
Domains
Probability [math.PR]
Origin : Files produced by the author(s)