A Tensor-Train Framework for Bayesian Inference in High-Dimensional Systems: Applications to MIMO Detection and Channel Decoding

Obtaining a reliable estimate of the joint probability mass function (PMF) of a set of random variables from observed data is a significant objective in statistical signal processing and machine learning. Modelling the joint PMF as a tensor that admits a low-rank canonical polyadic decomposition (CPD) has enabled the development of efficient PMF estimation algorithms. However, these algorithms require the rank (model order) of the tensor to be specified beforehand. In real-world applications, the true rank is unknown. Therefore, an appropriate rank is usually selected from a candidate set either by observing validation errors or by computing various likelihood-based information criteria, a procedure that could be costly in terms of computational time or hardware resources, or could result in mismatched models which affect the model accuracy. This paper presents a novel Bayesian framework for estimating the low-rank components of a joint PMF tensor and simultaneously inferring its rank from the observed data. We specify a Bayesian PMF estimation model and employ appropriate prior distributions for the model parameters, allowing the rank to be inferred without cross-validation.We then derive a deterministic solution based on variational inference (VI) to approximate the posterior distributions of various model parameters. Numerical experiments involving both synthetic data and real classification and item recommendation data illustrate the advantages of our VI-based method in terms of estimation accuracy, automatic rank detection, and computational efficiency.

Probabilistic inference is generally only tractable in low-treewidth graphical models, limiting its effective applicability in high-treewidth settings. Many existing methods improve efficiency by exploiting specific parametric structure, such as symmetries. However, they typically require such structure to be explicitly present, limiting their applicability to a broader range of graphical models. To address this limitation, we propose a framework where tractable inference is controlled by latent parametric structure exploitation, rather than requiring it to be explicitly present a priori. Our approach first reparameterises a graphical model as a specific tensor network representation, which we call a base tensor network. This representation yields two key properties that allow inference tractability to be controlled by parametric structure: 1) First, the complexity of inference is mainly determined by the parametric structure of a single tensor, called the base tensor. We characterise several tractable classes of base tensors for which the entire base tensor network can be contracted efficiently. 2) Second, decomposing the base tensor yields again a collection of base tensor networks. This allows inference to be naturally reduced to decomposing the base tensor into tractable components with sufficient parametric structure. We call this procedure parametric tensor decomposition. By exploiting parametric structure within the base tensor, our framework enables a novel view on inference beyond settings where such structure is explicitly present.

Low-rank tensor decomposition (TD) is usually effective on clean, fully observed data, but it often degrades under severe missingness or noise. Low-rankness is itself a useful but limited structural prior, and additional handcrafted priors (e.g., sparsity or smoothness) still fall short of capturing the rich statistics of real-world data. To compensate for this weak inductive bias under heavy corruption, one would like to inject a learned, data-driven prior; however, the state-of-the-art diffusion models are not readily compatible with current TD and tractable posterior inference. To address these challenges, we introduce DiffBCP, a hybrid-prior Bayesian CP decomposition framework that couples a cumulative shrinkage process prior over the CP factors for automatic rank selection with an off-the-shelf pre-trained diffusion model as an implicit data prior on the reconstructed tensor. To make posterior inference tractable despite the coupling among the likelihood, low-rank constraint, and diffusion prior, we develop a split Gibbs sampler: CP factors admit conjugate updates, while the diffusion block is sampled via low-rank-guided denoising. A noise-adaptive coupling schedule further reduces sensitivity to hand-tuned annealing. Experiments on image inpainting and denoising, including high-resolution out-of-distribution images, show consistent gains over Bayesian, nonlinear, and plug-and-play TD baselines.