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The canonical tensor rank approximation problem (TAP) consists of approximating a real-valued tensor by one of low canonical rank, which is a challenging non-linear, non-convex, constrained optimization problem, where the constraint set…

Numerical Analysis · Mathematics 2022-09-02 Paul Breiding , Nick Vannieuwenhoven

The tensor rank decomposition, also known as canonical polyadic(CP) or simply tensor decomposition, has a long history in multilinear algebra. However, computing a rank decomposition becomes particularly challenging when the rank lies…

Optimization and Control · Mathematics 2025-11-11 Zequn Zheng , Hongchao Zhang , Guangming Zhou

Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We…

Machine Learning · Statistics 2015-10-21 Yining Wang , Hsiao-Yu Tung , Alexander Smola , Animashree Anandkumar

Our interest lies in the recoverability properties of compressed tensors under the \textit{canonical polyadic decomposition} (CPD) model. The considered problem is well-motivated in many applications, e.g., hyperspectral image and video…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Shahana Ibrahim , Xiao Fu , Xingguo Li

In this paper, we propose new operator-splitting algorithms for the total variation regularized infimal convolution (TV-IC) model [4] in order to remove mixed Poisson-Gaussian(MPG) noise. In the existing splitting algorithm for TV-IC, an…

Optimization and Control · Mathematics 2020-01-29 Jie Zhang , Yuping Duan , Yue Lu , Michael K. Ng , Huibin Chang

We study an ill-posed linear inverse problem, where a binary sequence will be reproduced using a sparce matrix. According to the previous study, this model can theoretically provide an optimal compression scheme for an arbitrary distortion…

Disordered Systems and Neural Networks · Physics 2009-11-10 Tatsuto Murayama

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

In this paper, we introduce a unified framework of Tensor Higher-Degree Eigenvalue Complementarity Problem (THDEiCP), which goes beyond the framework of the typical Quadratic Eigenvalue Complementarity Problem (QEiCP) for matrices. First,…

Optimization and Control · Mathematics 2015-07-15 Chen Ling , Hongjin He , Liqun Qi

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

We consider the problem of recovering an orthogonally decomposable tensor with a subset of elements distorted by noise with arbitrarily large magnitude. We focus on the particular case where each mode in the decomposition is corrupted by…

Numerical Analysis · Mathematics 2021-02-22 Oscar Mickelin , Sertac Karaman

This paper proposes a new Threshold Tensor Factor Model in Canonical Polyadic (CP) form for tensor time series. By integrating a thresholding autoregressive structure for the latent factor process into the tensor factor model in CP form,…

Methodology · Statistics 2025-11-26 Stevenson Bolivar , Rong Chen , Yuefeng Han

Canonical Polyadic (CP) tensor decomposition is a workhorse algorithm for discovering underlying low-dimensional structure in tensor data. This is accomplished in conventional CP decomposition by fitting a low-rank tensor to data with…

Numerical Analysis · Mathematics 2026-01-12 Alex Mulrooney , David Hong

Compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform…

Tensor factorizations with nonnegative constraints have found application in analyzing data from cyber traffic, social networks, and other areas. We consider application data best described as being generated by a Poisson process (e.g.,…

Numerical Analysis · Mathematics 2018-08-23 Samantha Hansen , Todd Plantenga , Tamara G. Kolda

Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

Machine Learning · Computer Science 2016-04-28 Animashree Anandkumar , Prateek Jain , Yang Shi , U. N. Niranjan

We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…

Methodology · Statistics 2022-04-15 Jian-Feng Cai , Jingyang Li , Dong Xia

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank,…

Numerical Analysis · Mathematics 2024-07-15 Jeremy M. Myers , Daniel M. Dunlavy

We study here sparse recovery problems in the presence of additive noise. We analyze a thresholding version of the CoSaMP algorithm, named Thresholding Greedy Pursuit (TGP). We demonstrate that an appropriate choice of thresholding…

Signal Processing · Electrical Eng. & Systems 2021-03-23 Hai Le , Alexei Novikov

Fitting a Candecomp/Parafac (CP) decomposition (also known as Canonical Polyadic decomposition) to a multi-way array or higher-order tensor, is equivalent to finding a best low-rank approximation to the multi-way array or higher-order…

Algebraic Geometry · Mathematics 2011-10-11 Alwin Stegeman , Lieven De Lathauwer

The achievable and converse regions for sparse representation of white Gaussian noise based on an overcomplete dictionary are derived in the limit of large systems. Furthermore, the marginal distribution of such sparse representations is…

Information Theory · Computer Science 2017-02-13 Ori Shental
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