Related papers: Multigrid methods for tensor structured Markov cha…
Tensor decompositions such as the canonical format and the tensor train format have been widely utilized to reduce storage costs and operational complexities for high-dimensional data, achieving linear scaling with the input dimension…
Firms earning prediction plays a vital role in investment decisions, dividends expectation, and share price. It often involves multiple tensor-compatible datasets with non-linear multi-way relationships, spatiotemporal structures, and…
A new algebraic multilevel algorithm for computing the second eigenvector of a column-stochastic matrix is presented. The method is based on a deflation approach in a multilevel aggregation framework. In particular a square and stretch…
We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…
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)…
Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…
The current paper presents a new approach to multilinear dynamical systems analysis and control. The approach is based upon recent developments in tensor decompositions and a newly defined algebra of circulants. In particular, it is shown…
We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…
Tensor networks are used to efficiently approximate states of strongly-correlated quantum many-body systems. More generally, tensor network approximations may allow to reduce the costs for operating on an order-$N$ tensor from exponential…
Based on the tensor tree network with the Born machine framework, we propose a general method for constructing a generative model by expressing the target distribution function as the amplitude of the quantum wave function represented by a…
Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…
There is a significant expansion in both volume and range of applications along with the concomitant increase in the variety of data sources. These ever-expanding trends have highlighted the necessity for more versatile analysis tools that…
We introduce the definition of tensorized block rational Krylov subspaces and its relation with multivariate rational functions, extending the formulation of tensorized Krylov subspaces introduced in [Kressner D., Tobler C., Krylov subspace…
In this paper, we explore the role of tensor algebra in balanced truncation (BT) based model reduction/identification for high-dimensional multilinear/linear time invariant systems. In particular, we employ tensor train decomposition (TTD),…
We describe a simple, black-box compression format for tensors with a multiscale structure. By representing the tensor as a sum of compressed tensors defined on increasingly coarse grids, we capture low-rank structures on each grid-scale,…
Application of multigrid solvers in shifted linear systems is studied. We focus on accelerating the rational approximation needed for simulating single flavor operators. This is particularly useful, in the case of twisted mass fermions for…
Multiple network alignment is the problem of identifying similar and related regions in a given set of networks. While there are a large number of effective techniques for pairwise problems with two networks that scale in terms of edges,…
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…
We introduce a geometric multigrid method for solving linear systems arising from variational problems on surfaces in geometry processing, Gravo MG. Our scheme uses point clouds as a reduced representation of the levels of the multigrid…