PaperAveraged Annealed Markov Chains Part II
Averaged Annealed Markov Chains Achieve the Algorithmic Threshold for Tensor PCA, Part II: Langevin Dynamics
The second part of an academic paper proving that averaged annealed Markov chains attain the algorithmic threshold for tensor PCA, with a focus on spherical Langevin dynamics.
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Oct 30
The paper "Averaged Annealed Markov Chains Achieve the Algorithmic Threshold for Tensor PCA, Part II: Langevin Dynamics" proves that spherical Langevin dynamics with annealing and ergodic averaging can, starting from a uniform random initialization, reach the algorithmic threshold in polynomial time and achieve strong recovery.
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