Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2609.24501

Tensor Completion using Subspace Information

Jingyang Li·Michael K. Ng
View original source ↗Read source document ↗Export metadata ↓

Abstract

Tensor completion has attracted significant attention in both applications and theoretical research. Under standard uniform sampling, existing polynomial-time guarantees generally require more observations than the number of degree of freedom, motivating the study of a possible statistical-to-computational gap in highly missing regimes. Fortunately, in many practical scenarios, side information is available, which can provide valuable insights to mitigate these challenges. In this paper, we introduce an algorithm called Tensor Completion using Subspace Information (TCSI) that incorporates side information through an estimated subspace. Our approach first extracts the subspace from the available side information and then reformulates tensor completion as a matrix regression problem. We provide a theoretical analysis showing that, when accurate subspace information is available, the required sample complexity is reduced to nearly linear order in the uncoupled ambient dimensions, removing the coupled-mode dimension from the leading term. Leveraging the estimated subspace information, we obtain a less stringent sufficient signal-to-noise ratio requirement than those in several existing passive-uniform-sampling guarantees. Under additional mild conditions, we obtain a sharper statistical error bound. Our theoretical findings are supported by numerical simulations. We apply TCSI to the reconstruction of global Total Electron Content (TEC) maps and observe lower reconstruction errors than the compared methods in our experiments.

Explore related subjects

stat.MEstat.ML

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Jingyang Li, Michael K. Ng. 2026-09-21. Tensor Completion using Subspace Information. https://arxiv.org/abs/2609.24501

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Switchback Experiments under Geometric Mixing

The switchback is an experimental design that measures treatment effects by repeatedly turning an intervention on and off for a whole system. Switchback experiments are a robust way to overcome cross-unit spillover effects; however, they are vulnerable to bias from temporal carryovers. In this paper, we consider properties of switchback experiments in Markovian systems that mix at a geometric rate. We find that, in this setting, standard switchback designs suffer considerably from carryover bias: Their estimation error decays as $T^{-1/3}$ in terms of the experiment horizon $T$, whereas in the absence of carryovers a faster rate of $T^{-1/2}$ would have been possible. We also show, however, that judicious use of burn-in periods can considerably improve the situation, and enables errors that decay as $\log(T)^{1/2}T^{-1/2}$. Our formal results are mirrored in an empirical evaluation.

stat.ME↗
arXiv2026

Saddlepoint approximations for plug-in resampling

Resampling-based procedures can improve on normal approximations in sparse, large-scale testing problems, but their computational cost can be prohibitive. We recognize that several existing procedures belong to a faster plug-in resampling subclass, fixing fitted nuisance parameters during resampling. When the resampled statistic is a sum of conditionally independent terms, the saddlepoint approximation (SPA) for the resampling $p$-value offers further acceleration, replacing resampling with an analytical tail approximation. However, standard Edgeworth-based approximation-error bounds impose regularity conditions that are hard to verify for plug-in resampling laws. We use an alternative approach to establish a finite-sample relative-error bound for the Lugannani-Rice approximation under more tractable conditions, which we apply in two contexts. In statistical genetics, we identify response resampling procedures as the targets of existing SPAs and establish guarantees in a representative setting. In conditional independence testing, we introduce spaCRT, an SPA for the distilled conditional randomization test (dCRT), which has been applied successfully in biology. Our rates quantify the effects of sparsity and signal strength, with matching lower bounds in special cases. We additionally establish asymptotic Type-I error control of the corresponding plug-in resampling procedures under growing sparsity. In simulations and single-cell CRISPR data analysis, spaCRT closely approximates dCRT $p$-values and preserves its statistical performance while accelerating computation by up to 250-fold.

stat.ME↗
arXiv2026

NIRVAR: Network Informed Restricted Vector Autoregression

High-dimensional panels of time series often arise in finance and macroeconomics, where co-movements within groups of panel components occur. Extracting these groupings from the data provides a coarse-grained description of the complex system in question and can inform subsequent prediction tasks. We develop a novel methodology to model such a panel as a restricted vector autoregressive process, where the coefficient matrix is the weighted adjacency matrix of a stochastic block model. This network time series model, which we call the Network Informed Restricted Vector Autoregression (NIRVAR) model, yields a coefficient matrix that has a sparse block-diagonal structure. We propose an estimation procedure that embeds each panel component in a low-dimensional latent space and clusters the embedded points to recover the blocks of the coefficient matrix. Crucially, the method allows for network-based time series modelling when the underlying network is unobserved. We derive the bias, consistency and asymptotic normality of the NIRVAR estimator. Simulation studies suggest that the NIRVAR estimated embedded points are Gaussian distributed around the ground truth latent positions. On three applications to finance, macroeconomics, and transportation systems, NIRVAR outperforms competing models in terms of prediction and provides interpretable results regarding group recovery.

stat.ME↗