Let $X_1,\ldots,X_n$ be independent Gaussian tensors in $\mathbb{R}^{d_1}\otimes\cdots\otimes\mathbb{R}^{d_k}$ with a common covariance matrix given by the Kronecker product of $k$ unknown positive-definite factors, and let $D=\prod_{a=1}^k d_a$ and $d_{\max}=\max_a d_a$. Franks et al. (2026) established condition-number-free guarantees for the tensor-normal maximum likelihood estimator under the sample-size condition $nD\gtrsim k^2 d_{\max}^3$ and asked whether the cubic dependence on $d_{\max}$ could be reduced to a quadratic one. We answer this question affirmatively. For $t\geq 1$, if $nD\geq C k^2 d_{\max}^2 t^2$, then with high probability the maximum likelihood estimator exists, is unique, and satisfies $d_{\rm FR}(\widehat\Theta,\Theta)\leq C t \sqrt{k} d_{\max}/\sqrt{n}$ and $d_{\rm FR}(\widehat\Theta_a,\Theta_a)\leq C t\sqrt{k d_a} d_{\max}/\sqrt{nD}$ for every mode $a$. For every mode $a$ with $d_a=d_{\max}$, we further establish the sharp Thompson-metric bound $d_{\rm op}(\widehat\Theta_a,\Theta_a)\leq C t d_{\max}/\sqrt{nD}$. These guarantees are uniform over the unknown covariance factors and require neither condition-number bounds nor sparsity assumptions. Gaussian submodel lower bounds match the full and largest-factor Fisher--Rao rates up to a factor of $\sqrt{k}$ and the largest-factor Thompson rate up to universal constants. Consequently, for fixed $k$, the quadratic dependence of the sample-size threshold on $d_{\max}$ is optimal. GPT-5.6 Sol and Claude Fable 5 were used to assist with proof development, verification, and manuscript preparation.
Let $X = [ \xi_1, \,\, \xi_2,...\,\, ,\xi_d]^\top$ be a zero-mean random vector of large dimension $d$ ($d \rightarrow \infty$) with (hidden) covariance matrix $M = (m_{ij})_{1 \leq i, j \leq d},$ where $m_{ij} = m_{ji} = \textbf{Cov}(\xi_i, \xi_j).$ Let $X_1, X_2, \dots, X_n$ be $n$ iid samples of $X$. Consider the sa...
Let $X=(X_1,\ldots,X_n)$ have independent coordinates with mean zero, variance one, and $\|X_i\|_{\psi_2}\le K$, and let $H_d=(\mathbb R^n)^{\otimes_2 d}$. Let $L>0$ and let $f:H_d\to\mathbb R$ be convex and $L$-Lipschitz. We prove that, for $0\le t\le c_KLn^{d/2}$, \[ \textsf{P}\left\{ \left\lvert f(X^{\otimes d})-\te...
Let $S=P_{cA_0}Q_{B_0}P_{cA_0}$ be the spatio-spectral concentration operator of bounded sets $cA_0,B_0\subset\mathbb{R}^d$, and let $\Lambda_\varepsilon=\#\{n:\varepsilon<\lambda_n(S)<1-\varepsilon\}$ be its plunge count. For $A_0$ and $B_0$ finite disjoint unions of bounded axis-parallel open boxes, we prove an expli...
The dense result substantially generalizes a theorem of Bansal and Spencer (2020) for Rademacher inputs and gives an efficient $O(\sqrt{n})$ bound for Gaussian inputs, as conjectured by Gamarnik et al. (2022).
The theorem below establishes the order for arbitrary real factors under the factorization contract of Arkhipov and Kalinin, who prove the matching lower order for factors with entries in $\{0,1\}$ and state the arbitrary-factor extension as open.
Let $R$ be an $m\times m$ correlation matrix satisfying $R-\mathbf{1}\mathbf{1}^{\mathsf T}/m\succeq0$, let $X\sim\mathcal{N}(0,R)$, and let $Z_1,\ldots,Z_m$ be independent standard Gaussian random variables. We prove $\max_i X_i\leq_{\mathrm{st}}\max_i Z_i$, with equality in distribution if and only if $R=I_m$. We use...
Abhijeet Mulgund· arXiv.org· 4 citations· ⚡3
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