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Tensor factorizations have been widely used for the task of uncovering patterns in various domains. Often, the input is time-evolving, shifting the goal to tracking the evolution of the underlying patterns instead. To adapt to this more…

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

TensorFlow is a popular cloud computing framework that targets machine learning applications. It separates the specification of application logic (in a dataflow graph) from the execution of the logic. TensorFlow's native runtime executes…

Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…

Coupled matrix and tensor factorizations (CMTF) have emerged as an effective data fusion tool to jointly analyze data sets in the form of matrices and higher-order tensors. The PARAFAC2 model has shown to be a promising alternative to the…

Nonnegative matrix factorization (NMF) is a powerful technique for dimension reduction, extracting latent factors and learning part-based representation. For large datasets, NMF performance depends on some major issues: fast algorithms,…

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…

Very large time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in different environments. Significant insights can be gained by mining temporal patterns from these time series. Unlike traditional…

Probabilistic inference is a fundamental task in modern machine learning. Recent advances in tensor network (TN) contraction algorithms have enabled the development of better exact inference methods. However, many common inference tasks in…

We propose a new computational framework that combines the recently developed time-parallel (TP) and the compound wavelet matrix (CWM) methods. The framework, termed tpCWM, offers significant computational acceleration by making…

This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either…

Factorization Machines (FM) are powerful class of models that incorporate higher-order interaction among features to add more expressive power to linear models. They have been used successfully in several real-world tasks such as…

Tensor networks (TNs) enable compact representations of large tensors through shared parameters. Their use in probabilistic modeling is particularly appealing, as probabilistic tensor networks (PTNs) allow for tractable computation of…

Tensor factorizations (TF) are powerful tools for the efficient representation and analysis of multidimensional data. However, classic TF methods based on maximum likelihood estimation underperform when applied to zero-inflated count data,…

Particle filter (PF) sequential Monte Carlo (SMC) methods are very attractive for the estimation of parameters of time dependent systems where the data is either not all available at once, or the range of time constants is wide enough to…

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

We propose a parareal based time parallelization scheme in the phase-space for the particle-in-Fourier (PIF) discretization of the Vlasov-Poisson system used in kinetic plasma simulations. We use PIF with a coarse tolerance for the…

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

As an enabler technique, data fusion has gained great attention in the context of Internet of things (IoT). In traditional settings, data fusion is done at the cloud server. So the data to be fused should be transferred from the sensor…

Tensor factorization models offer an effective approach to convert massive electronic health records into meaningful clinical concepts (phenotypes) for data analysis. These models need a large amount of diverse samples to avoid population…