Related papers: Multigrid methods for tensor structured Markov cha…
Markov Chain Monte Carlo (MCMC), and Tensor Networks (TN) are two powerful frameworks for numerically investigating many-body systems, each offering distinct advantages. MCMC, with its flexibility and theoretical consistency, is well-suited…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
The dynamics of plasmas are governed by a set of non-linear differential equations which remain challenging to solve directly for large 2D and 3D problems. Here we investigate how tensor networks could be applied to plasmas described by the…
In past few decades, tensor algebra also known as multi-linear algebra has been developed and customized as a tool to be used for various engineering applications. In particular, with the help of a special form of tensor contracted product,…
This paper introduces and analyses the new grid-based tensor approach for approximate solution of the eigenvalue problem for linearized Hartree-Fock equation applied to the 3D lattice-structured and periodic systems. The set of localized…
By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…
Banded matrices can be used as precision matrices in several models including linear state-space models, some Gaussian processes, and Gaussian Markov random fields. The aim of the paper is to make modern inference methods (such as…
Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…
Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods…
We consider the problem of flexible modeling of higher order Markov chains when an upper bound on the order of the chain is known but the true order and nature of the serial dependence are unknown. We propose Bayesian nonparametric…
General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…
A tensor is a multi-way array that can represent, in addition to a data set, the expression of a joint law or a multivariate function. As such it contains the description of the interactions between the variables corresponding to each of…
We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…
We provide a computational framework for approximating a class of structured matrices; here, the term structure is very general, and may refer to a regular sparsity pattern (e.g., block-banded), or be more highly structured (e.g., symmetric…
This paper deals with distributed optimization problems that use compressed communication to achieve efficient performance and mitigate communication bottleneck. We propose a family of compression schemes in which operators transform…
Exact results for product-form stationary distributions of Markov chains are of interest in different fields. In stochastic reaction networks (CRNs), stationary distributions are mostly known in special cases where they are of product-form.…
Machine learning and data mining algorithms are becoming increasingly important in analyzing large volume, multi-relational and multi--modal datasets, which are often conveniently represented as multiway arrays or tensors. It is therefore…
We present a tensor network model (TNM) for forecasting nonlinear and chaotic dynamics, bridging quantum many-body methods with classical complex systems. The TNM leverages hierarchical tensor contractions to encode non-Markovian temporal…
Squared tensor networks (TNs) and their extension as computational graphs--squared circuits--have been used as expressive distribution estimators, yet supporting closed-form marginalization. However, the squaring operation introduces…
Higher order tensor inversion is possible for even order. We have shown that a tensor group endowed with the Einstein (contracted) product is isomorphic to the general linear group of degree $n$. With the isomorphic group structures, we…