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arXiv stat.ML · Papers

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

arXiv:2608.10488v1 Announce Type: cross Abstract: Let $X_1,ldots,X_n$ be independent Gaussian tensors in $mathbb{R}^{d_1}otimescdotsotimesmathbb{R}^{d_k}$ whose covariance is a Kronecker product of $k$ unknown positive-definite factors, and put $D=prod_{a=1}^k d_a$ and $d_{max}=max_a d_a$. A recent result of F