Runshi Tang

Bandable Cumulant Tensors: Optimal Estimation and Applications in Non-Gaussian Data Modeling

Higher-order cumulants capture the non-Gaussian dependence that covariance misses, but they are hard to use in high dimensions. An order-$d$ cumulant tensor has $p^d$ entries, and the plug-in sample cumulant is generally not even rate-optimal under the tensor spectral norm. For ordered data, both difficulties admit one...