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Max vs Min: Tensor Decomposition and ICA with nearly Linear Sample Complexity

2014-12-09 · Santosh S. Vempala, Ying Xiao

We present a simple, general technique for reducing the sample complexity of matrix and tensor decomposition algorithms applied to distributions. We use the technique to give a polynomial-time algorithm for standard ICA with sample complexity nearly linear in the dimension, thereby improving substantially on previous bounds. The analysis is based on properties of random polynomials, namely the spacings of an ensemble of polynomials. Our technique also applies to other applications of tensor decompositions, including spherical Gaussian mixture models.

📄 PDF Abstract BibTeX arXiv:1412.2954

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ICA _Independent component analysis (ICA) is a statistical and computational technique for revealing hidden factors that underlie sets of random variables, measurements, or…

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