Tensor-normal maximum likelihood estimation at the operator-norm sample threshold

Abstract

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.