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Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

Machine Learning · Statistics 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

In recent years, the application of tensors has become more widespread in fields that involve data analytics and numerical computation. Due to the explosive growth of data, low-rank tensor decompositions have become a powerful tool to…

Numerical Analysis · Mathematics 2020-11-03 Lingjie Li , Wenjian Yu , Kim Batselier

Tensor train (TT) decomposition has drawn people's attention due to its powerful representation ability and performance stability in high-order tensors. In this paper, we propose a novel approach to recover the missing entries of incomplete…

Numerical Analysis · Computer Science 2018-12-03 Longhao Yuan , Qibin Zhao , Lihua Gui , Jianting Cao

Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional…

Numerical Analysis · Mathematics 2024-02-29 Dibyendu Adak , Duc P. Truong , Gianmarco Manzini , Kim Ø. Rasmussen , Boian S. Alexandrov

We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

In this paper we review basic and emerging models and associated algorithms for large-scale tensor networks, especially Tensor Train (TT) decompositions using novel mathematical and graphical representations. We discus the concept of…

Numerical Analysis · Computer Science 2014-08-25 Andrzej Cichocki

The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…

Numerical Analysis · Mathematics 2026-05-26 Yuchao Wang , Maolin Che , Yimin Wei

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

Numerical Analysis · Mathematics 2014-06-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By…

Numerical Analysis · Mathematics 2026-04-02 Elisabetta Carlini , Luca Saluzzi

Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…

Numerical Analysis · Computer Science 2016-06-20 Qibin Zhao , Guoxu Zhou , Shengli Xie , Liqing Zhang , Andrzej Cichocki

We consider the approximate solution of parametric PDEs using the low-rank Tensor Train (TT) decomposition. Such parametric PDEs arise for example in uncertainty quantification problems in engineering applications. We propose an algorithm…

Numerical Analysis · Mathematics 2018-07-06 Sergey Dolgov , Robert Scheichl

The global optimization of atomic clusters represents a fundamental challenge in computational chemistry and materials science due to the exponential growth of local minima with system size (i.e., the curse of dimensionality). We introduce…

The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT…

Numerical Analysis · Mathematics 2021-11-23 Tianyi Shi , Maximilian Ruth , Alex Townsend

Nonlinear filtering with correlated noise leads to a Duncan-Mortensen-Zakai (DMZ) equation in the form of a stochastic partial differential equation (SPDE). Unlike the independent noise case, the presence of correlation prevents the…

Numerical Analysis · Mathematics 2026-05-26 Yuhua Meng , Stephen S. -T. Yau , Zhiwen Zhang

Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

Data Structures and Algorithms · Computer Science 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

We present a new algorithm for incrementally updating the tensor train decomposition of a stream of tensor data. This new algorithm, called the {\em tensor train incremental core expansion} (TT-ICE) improves upon the current…

Numerical Analysis · Mathematics 2023-09-19 Doruk Aksoy , David J. Gorsich , Shravan Veerapaneni , Alex A. Gorodetsky

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

Numerical Analysis · Mathematics 2015-03-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

We study low rank approximation of tensors, focusing on the tensor train and Tucker decompositions, as well as approximations with tree tensor networks and more general tensor networks. For tensor train decomposition, we give a bicriteria…

Data Structures and Algorithms · Computer Science 2023-11-28 Arvind V. Mahankali , David P. Woodruff , Ziyu Zhang

Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT)…

Numerical Analysis · Mathematics 2021-08-11 Feliks Nüske , Patrick Gelß , Stefan Klus , Cecilia Clementi

Tensor network techniques, known for their low-rank approximation ability that breaks the curse of dimensionality, are emerging as a foundation of new mathematical methods for ultra-fast numerical solutions of high-dimensional Partial…

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