English
Related papers

Related papers: Multigrid methods for tensor structured Markov cha…

200 papers

Tensor networks are a compressed format for multi-dimensional data. One-dimensional tensor networks -- often referred to as tensor trains (TT) or matrix product states (MPS) -- are increasingly being used as a numerical ansatz for continuum…

Quantum Physics · Physics 2025-12-09 Joseph Tindall , E. Miles Stoudenmire , Ryan Levy

Solving high-dimensional partial differential equations necessitates methods free of exponential scaling in the dimension of the problem. This work introduces a tensor network approach for the Kolmogorov backward equation via approximating…

Numerical Analysis · Mathematics 2024-04-24 Xun Tang , Leah Collis , Lexing Ying

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Multigrid solvers for hierarchical hybrid grids (HHG) have been proposed to promote the efficient utilization of high performance computer architectures. These HHG meshes are constructed by uniformly refining a relatively coarse fully…

Numerical Analysis · Mathematics 2023-08-25 Matthias Mayr , Luc Berger-Vergiat , Peter Ohm , Raymond S. Tuminaro

A constructive proof of identification of multilinear decompositions of multiway arrays is presented. It can be applied to show identification in a variety of multivariate latent structures. Examples are finite-mixture models and hidden…

Statistics Theory · Mathematics 2016-08-06 Stéphane Bonhomme , Koen Jochmans , Jean-Marc Robin

In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…

Computation · Statistics 2016-09-30 Chaitanya Joshi , Paul T. Brown , Stephen Joe

Invariance has recently proven to be a powerful inductive bias in machine learning models. One such class of predictive or generative models are tensor networks. We introduce a new numerical algorithm to construct a basis of tensors that…

Machine Learning · Computer Science 2024-07-02 Brent Sprangers , Nick Vannieuwenhoven

Multipartite quantum scenarios are a significant and challenging resource in quantum information science. Tensors provide a powerful framework for representing multipartite quantum systems. In this work, we introduce the role of…

Numerical Analysis · Mathematics 2024-11-18 Liang Xiong , Jianzhou Liu

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…

Probability · Mathematics 2016-09-20 David F. Anderson , Simon L. Cotter

Big networks express various large-scale networks in many practical areas such as computer networks, internet of things, cloud computation, manufacturing systems, transportation networks, and healthcare systems. This paper analyzes such big…

Systems and Control · Computer Science 2016-04-06 Quan-Lin Li

This work considers the notion of random tensors and reviews some fundamental concepts in statistics when applied to a tensor based data or signal. In several engineering fields such as Communications, Signal Processing, Machine learning,…

Statistics Theory · Mathematics 2024-04-24 Divyanshu Pandey , Alexis Decurninge , Harry Leib

We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…

Probability · Mathematics 2008-04-23 R. W. R. Darling , J. R. Norris

Progress in the application of machine learning techniques to the prediction of solid-state and molecular materials properties has been greatly facilitated by the development state-of-the-art feature representations and novel deep learning…

Materials Science · Physics 2022-03-21 David E. Sommer , Scott T. Dunham

We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…

Numerical Analysis · Mathematics 2014-10-07 Sergey V. Dolgov , Dmitry V. Savostyanov

A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…

Numerical Analysis · Mathematics 2015-01-09 Hehu Xie

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…

Statistical Mechanics · Physics 2018-07-20 Zhao-Yu Han , Jun Wang , Heng Fan , Lei Wang , Pan Zhang

This paper is concerned with solving some structured multi-linear systems, which are called tensor absolute value equations. This kind of absolute value equations is closely related to tensor complementarity problems and is a generalization…

Numerical Analysis · Mathematics 2017-05-19 Shouqiang Du , Liping Zhang , Chiyu Chen , Liqun Qi

Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on…

Machine Learning · Computer Science 2019-06-03 Daniele Castellana , Davide Bacciu

Tensor networks are efficient representations of high-dimensional tensors which have been very successful for physics and mathematics applications. We demonstrate how algorithms for optimizing such networks can be adapted to supervised…

Machine Learning · Statistics 2017-05-22 E. Miles Stoudenmire , David J. Schwab