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In this paper we develop two new Tensor Alternating Steepest Descent algorithms for tensor completion in the low-rank $\star_{M}$-product format, whereby we aim to reconstruct an entire low-rank tensor from a small number of measurements…

Numerical Analysis · Mathematics 2025-06-13 Oliver Townsend , Sergey Dolgov , Silvia Gazzola , Misha Kilmer

General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…

Numerical Analysis · Mathematics 2019-07-05 Sergey Dolgov , Karim Anaya-Izquierdo , Colin Fox , Robert Scheichl

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…

Data Structures and Algorithms · Computer Science 2018-09-05 Davoud Ataee Tarzanagh , George Michailidis

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…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

A tensor is a multi-way array that can represent, in addition to a data set, the expression of a joint law or a multivariate function. As such it contains the description of the interactions between the variables corresponding to each of…

Numerical Analysis · Mathematics 2022-01-20 Alain Franc

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…

Strongly Correlated Electrons · Physics 2022-05-31 Hao Chen , Thomas Barthel

This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…

Numerical Analysis · Mathematics 2019-09-11 Anthony Nouy

Compressed sensing extends from the recovery of sparse vectors from undersampled measurements via efficient algorithms to the recovery of matrices of low rank from incomplete information. Here we consider a further extension to the…

Numerical Analysis · Mathematics 2014-11-04 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

We present a stochastic optimization method that uses a fourth-order regularized model to find local minima of smooth and potentially non-convex objective functions with a finite-sum structure. This algorithm uses sub-sampled derivatives…

Optimization and Control · Mathematics 2023-07-18 Aurelien Lucchi , Jonas Kohler

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

Numerical Analysis · Mathematics 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain

Scientific computations or measurements may result in huge volumes of data. Often these can be thought of representing a real-valued function on a high-dimensional domain, and can be conceptually arranged in the format of a tensor of high…

Numerical Analysis · Mathematics 2019-09-24 Mike Espig , Wolfgang Hackbusch , Alexander Litvinenko , Hermann G. Matthies , Elmar Zander

Various tensor decomposition methods have been proposed for data compression. In real world applications of the tensor decomposition, selecting the tensor shape for the given data poses a challenge and the shape of the tensor may affect the…

Image and Video Processing · Electrical Eng. & Systems 2022-05-24 Ryan Solgi , Zichang He , William Jiahua Liang , Zheng Zhang

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets

This paper proposes an active learning (AL) algorithm to solve regression problems based on inverse-distance weighting functions for selecting the feature vectors to query. The algorithm has the following features: (i) supports both…

Machine Learning · Computer Science 2022-12-15 Alberto Bemporad

We present a tensor-structured algorithm for efficient large-scale DFT calculations by constructing a Tucker tensor basis that is adapted to the Kohn-Sham Hamiltonian and localized in real-space. The proposed approach uses an additive…

Computational Physics · Physics 2021-01-12 Chih-Chuen Lin , Phani Motamarri , Vikram Gavini

In this paper, we investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. We show that a gradient descent algorithm with initial value obtained from a spectral method can,…

Machine Learning · Statistics 2017-02-27 Dong Xia , Ming Yuan

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

In this paper, we investigate the sample size requirement for a general class of nuclear norm minimization methods for higher order tensor completion. We introduce a class of tensor norms by allowing for different levels of coherence, which…

Statistics Theory · Mathematics 2016-06-14 Ming Yuan , Cun-Hui Zhang

Adaptive simulated annealing (ASA) is a global optimization algorithm based on an associated proof that the parameter space can be sampled much more efficiently than by using other previous simulated annealing algorithms. The author's ASA…

Mathematical Software · Computer Science 2007-05-23 Lester Ingber