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Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of…

Methodology · Statistics 2021-10-29 Jiaxin Hu , Chanwoo Lee , Miaoyan Wang

Thompson Sampling (TS) from Gaussian Process (GP) models is a powerful tool for the optimization of black-box functions. Although TS enjoys strong theoretical guarantees and convincing empirical performance, it incurs a large computational…

Machine Learning · Statistics 2021-11-08 Sattar Vakili , Henry Moss , Artem Artemev , Vincent Dutordoir , Victor Picheny

We study distributed computing of the truncated singular value decomposition problem. We develop an algorithm that we call \texttt{LocalPower} for improving communication efficiency. Specifically, we uniformly partition the dataset among…

Machine Learning · Statistics 2021-06-07 Xiang Li , Shusen Wang , Kun Chen , Zhihua Zhang

The Tucker tensor decomposition is a natural extension of the singular value decomposition (SVD) to multiway data. We propose to accelerate Tucker tensor decomposition algorithms by using randomization and parallelization. We present two…

Numerical Analysis · Mathematics 2023-06-12 Rachel Minster , Zitong Li , Grey Ballard

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

In usual (non-stochastic) tensor network calculations, the truncated singular value decomposition (SVD) is often used for approximating a tensor, and it causes systematic errors. By introducing stochastic noise in the approximation,…

High Energy Physics - Lattice · Physics 2023-07-05 Erika Arai , Hiroshi Ohki , Shinji Takeda , Masaaki Tomii

The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…

Numerical Analysis · Computer Science 2019-03-05 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

Robust tensor principal component analysis (RTPCA) can separate the low-rank component and sparse component from multidimensional data, which has been used successfully in several image applications. Its performance varies with different…

Computer Vision and Pattern Recognition · Computer Science 2020-11-11 Shenghan Wang , Yipeng Liu , Lanlan Feng , Ce Zhu

The most effective dimensionality reduction procedures produce interpretable features from the raw input space while also providing good performance for downstream supervised learning tasks. For many methods, this requires optimizing one or…

Machine Learning · Computer Science 2023-02-22 Leland Barnard , Farwa Ali , Hugo Botha , David T. Jones

We propose TPP-SD, a novel approach that accelerates Transformer temporal point process (TPP) sampling by adapting speculative decoding (SD) techniques from language models. By identifying the structural similarities between thinning…

Machine Learning · Computer Science 2025-10-22 Shukai Gong , Yiyang Fu , Fengyuan Ran , Quyu Kong , Feng Zhou

Tensor ring (TR) decomposition is an efficient approach to discover the hidden low-rank patterns for higher-order tensors, and streaming tensors are becoming highly prevalent in real-world applications. In this paper, we investigate how to…

Numerical Analysis · Mathematics 2023-07-04 Yajie Yu , Hanyu Li

The t-SVD based Tensor Robust Principal Component Analysis (TRPCA) decomposes low rank multi-linear signal corrupted by gross errors into low multi-rank and sparse component by simultaneously minimizing tensor nuclear norm and l 1 norm. But…

Computer Vision and Pattern Recognition · Computer Science 2017-07-11 M. Baburaj , Sudhish N. George

CP decomposition is a powerful tool for data science, especially gene analysis, deep learning, and quantum computation. However, the application of tensor decomposition is largely hindered by the exponential increment of the computational…

Machine Learning · Computer Science 2023-11-27 Zeliang Zhang , Zhuo Liu , Susan Liang , Zhiyuan Wang , Yifan Zhu , Chen Ding , Chenliang Xu

We approach the problem of combining top-ranking association statistics or P-value from a new perspective which leads to a remarkably simple and powerful method. Statistical methods, such as the Rank Truncated Product (RTP), have been…

Methodology · Statistics 2019-06-12 Olga A. Vsevolozhskaya , Fengjiao Hu , Dmitri V. Zaykin

We introduce the Subspace Power Method (SPM) for calculating the CP decomposition of low-rank real symmetric tensors. This algorithm calculates one new CP component at a time, alternating between applying the shifted symmetric higher-order…

Numerical Analysis · Mathematics 2025-04-08 Joe Kileel , João M. Pereira

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…

Information Theory · Computer Science 2016-08-24 Susanne Sparrer , Robert F. H. Fischer

Nonnegative Tucker decomposition (NTD) is a powerful tool for the extraction of nonnegative parts-based and physically meaningful latent components from high-dimensional tensor data while preserving the natural multilinear structure of…

Machine Learning · Computer Science 2015-09-17 Guoxu Zhou , Andrzej Cichocki , Qibin Zhao , Shengli Xie

Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…

Machine Learning · Computer Science 2013-11-26 Xiao-Tong Yuan , Ping Li , Tong Zhang

We present an algorithm for low rank decomposition of tensors of any symmetry type, from fully asymmetric to fully symmetric. It recovers the decomposition one summand at a time via the higher-order power method. This approach is known to…

Numerical Analysis · Mathematics 2026-05-22 Kexin Wang , João M. Pereira , Joe Kileel , Anna Seigal