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Large amounts of multidimensional data represented by multiway arrays or tensors are prevalent in modern applications across various fields such as chemometrics, genomics, physics, psychology, and signal processing. The structural complexity of such data provides vast new opportunities for modeling and analysis, but efficiently extracting information content from them, both statistically and computationally, presents unique and fundamental challenges. Addressing these challenges requires an interdisciplinary approach that brings together tools and insights from statistics, optimization, and numerical linear algebra, among other fields. Despite these hurdles, significant progress has been made in the past decade. This review seeks to examine some of the key advancements and identify common threads among them, under a number of different statistical settings. 

Abstract The Gromov–Wasserstein distance—a generalization of the usual Wasserstein distance—permits comparing probability measures defined on possibly different metric spaces. Recently, this notion of distance has found several applications in Data Science and in Machine Learning. With the goal of aiding both the interpretability of dissimilarity measures computed through the Gromov–Wasserstein distance and the assessment of the approximation quality of computational techniques designed to estimate the Gromov–Wasserstein distance, we determine the precise value of a certain variant of the Gromov–Wasserstein distance between unit spheres of different dimensions. Indeed, we consider a two-parameter family$$\{d_{{{\text {GW}}}p,q}\}_{p,q=1}^{\infty }$$ ${\left\{d_{\text{GW}p,q}\right\}}_{p,q=1}^{\infty }$of Gromov–Wasserstein distances between metric measure spaces. By exploiting a suitable interaction between specific values of the parameterspandqand the metric of the underlying spaces, we are able to determine the exact value of the distance$$d_{{{\text {GW}}}4,2}$$ $d_{\text{GW}4,2}$between all pairs of unit spheres of different dimensions endowed with their Euclidean distance and their uniform measure. 

Abstract We develop deterministic perturbation bounds for singular values and vectors of orthogonally decomposable tensors, in a spirit similar to classical results for matrices such as those due to Weyl, Davis, Kahan and Wedin. Our bounds demonstrate intriguing differences between matrices and higher order tensors. Most notably, they indicate that for higher order tensors perturbation affects each essential singular value/vector in isolation, and its effect on an essential singular vector does not depend on the multiplicity of its corresponding singular value or its distance from other singular values. Our results can be readily applied and provide a unified treatment to many different problems involving higher order orthogonally decomposable tensors. In particular, we illustrate the implications of our bounds through connected yet seemingly different high-dimensional data analysis tasks: the unsupervised learning scenario of tensor SVD and the supervised task of tensor regression, leading to new insights in both of these settings.