Robust dimension-free estimation of simple random tensors: optimal guarantees under heavy tails and adversarial contamination
Roberto I. Oliveira, Zoraida F. Rico, Philip Thompson
Abstract
We study robust estimation of simple random tensors of arbitrary order q∈N under finite-moment assumptions and adversarial contamination. We propose the first robust estimator achieving near-optimal dimension-free statistical rates in this setting. The estimator attains the near-optimal corruption rate whenever p2q moments are finite and continues to provide nontrivial guarantees throughout the weak-moment regime q p2q. Being based on directional trimmed means and minimax aggregation, our estimator is adaptive to p and upper bounds on hypercontractive constants without resorting to interval-intersection procedures. Our analysis extends the trimmed-mean framework underlying recent advances in robust mean and covariance estimation to arbitrary tensor order. In particular, we establish concentration inequalities for higher-order counting and truncated empirical multi-vector product processes. We believe these inequalities could be of independent interest beyond the present application, including algorithmic robust estimation.
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