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Triangular map is a recent construct in probability theory that allows one to transform any source probability density function to any target density function. Based on triangular maps, we propose a general framework for high-dimensional density estimation, by specifying one-dimensional transformations (equivalently conditional densities) and appropriate conditioner networks. This framework (a) reveals the commonalities and differences of existing autoregressive and flow based methods, (b) allows a unified understanding of the limitations and representation power of these recent approaches and, (c) motivates us to uncover a new Sum-of-Squares (SOS) flow that is interpretable, universal, and easy to train. We perform several synthetic experiments on various density geometries to demonstrate the benefits (and short-comings) of such transformations. SOS flows achieve competitive results in simulations and several real-world datasets.
We obtain the first polynomial-time algorithm for exact tensor completion that improves over the bound implied by reduction to matrix completion. The algorithm recovers an unknown 3-tensor with $r$ incoherent, orthogonal components in $mathbb R^n$ fr
We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-$3$ tensor $T$ of the form $T = tau cdot v_0^{otimes 3} + A$, where $tau geq 0$ is a signal-to-noise ratio, $v_0$ is a
In the noisy tensor completion problem we observe $m$ entries (whose location is chosen uniformly at random) from an unknown $n_1 times n_2 times n_3$ tensor $T$. We assume that $T$ is entry-wise close to being rank $r$. Our goal is to fill in its mi
We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof system to
Finding cliques in random graphs and the closely related planted clique variant, where a clique of size t is planted in a random G(n,1/2) graph, have been the focus of substantial study in algorithm design. Despite much effort, the best known polynom