Averaged Annealed Markov Chains Achieve the Algorithmic Threshold for Tensor PCA, Part II: Langevin Dynamics
Organizations: Stanford University
Abstract
We consider the tensor principal components analysis (tensor PCA) problem on the sphere, in which we are asked to recover an unknown vector in from a noisy observation of its -th tensor power, for a fixed . Tensor PCA exhibits a well-studied information-computation gap: global algorithms such as spectral methods and sum-of-squares work above an algorithmic threshold, below which we know matching lower bounds (against these and some other restricted models of computation). In contrast, local algorithms such as Markov chains were only known to succeed from a random initialization at a polynomially larger signal-to-noise ratio, and were believed to be inferior to global algorithms for tensor PCA. Continuing the program initiated in Part I [arXiv:2610.16705], we show that spherical Langevin dynamics, when supplemented with annealing and ergodic averaging, achieves polynomial-time strong recovery above the algorithmic threshold from a uniformly random initialization. Together with Part I, our results demonstrate that local Markov chains can succeed all the way down to the algorithmic threshold from an uninformative cold start.
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Tensor Decomposition
Tensor decomposition represents multidimensional data with compact factors, supporting efficient analysis, recovery, and compression.
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