Optimal computational error rate for moment and cumulant tensor estimation
Optimal computational error rate for moment and cumulant tensor estimation
Let be the dimension, the sample size, and the tensor order. Consider estimating -th order moment or cumulant tensors in spectral norm, in the intermediate regime
Optimal estimation rate conjecture. The computationally optimal error rate is
This rate is strictly worse than the minimax statistical rate in the stated regime. Whether efficient procedures can improve on the sample moment or cumulant tensor rate remains open, particularly without additional structural assumptions such as low rank.
Sources & referencesView supporting material
Primary source
Runshi Tang, Yuefeng Han and Anru R. Zhang, “Detection Is Harder Than Estimation in Certain Regimes: Inference for Moment and Cumulant Tensors”, arXiv:2603.26029 (2026).
Additional references
2 papers in this index state this conjecture (2020–2026). The statement above is taken from the most recent of them; the others are arXiv:2001.09405.
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