Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality.
Changxiao CaiH. Vincent PoorYuxin ChenPublished in: CoRR (2020)
Keyphrases
- confidence intervals
- sample size
- stochastic systems
- markov chain
- conditional probabilities
- optimal solution
- monte carlo
- objective function
- test set
- sufficiently small
- stopping rules
- limit theorems
- roc curve
- model selection
- dimensionality reduction
- information extraction
- prediction intervals
- upper bound
- machine learning
- data sets