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We discuss extended definitions of linear and multilinear operations such as Kronecker, Hadamard, and contracted products, and establish links between them for tensor calculus. Then we introduce effective low-rank tensor approximation…

Numerical Analysis · Mathematics 2016-02-26 Namgil Lee , Andrzej Cichocki

The presence of uncertainties are inevitable in engineering design and analysis, where failure in understanding their effects might lead to the structural or functional failure of the systems. The role of global sensitivity analysis in this…

Computation · Statistics 2017-10-24 Pramudita Satria Palar , Lavi Rizki Zuhal , Koji Shimoyama , Takeshi Tsuchiya

This paper presents a method to build explicit tensor-train (TT) representations. We show that a wide class of tensors can be explicitly represented with sparse TT-cores, obtaining, in many cases, optimal TT-ranks. Numerical experiments…

Numerical Analysis · Mathematics 2022-06-16 Gleb Ryzhakov , Ivan Oseledets

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…

Methodology · Statistics 2025-09-19 Zetai Cen

While Transformers have revolutionized machine learning on various data, existing Transformers for temporal graphs face limitations in (1) restricted receptive fields, (2) overhead of subgraph extraction, and (3) suboptimal generalization…

Machine Learning · Computer Science 2024-12-03 Kay Liu , Jiahao Ding , MohamadAli Torkamani , Philip S. Yu

There is a significant expansion in both volume and range of applications along with the concomitant increase in the variety of data sources. These ever-expanding trends have highlighted the necessity for more versatile analysis tools that…

Numerical Analysis · Mathematics 2021-09-09 Ilya Kisil , Giuseppe G. Calvi , Kriton Konstantinidis , Yao Lei Xu , Danilo P. Mandic

In this study, we present a tensor--train framework for nonintrusive operator inference aimed at learning discrete operators and using them to predict solutions of physical governing equations. Our framework comprises three approaches:…

Numerical Analysis · Mathematics 2025-09-11 Engin Danis , Duc Truong , Kim Ø. Rasmussen§ , Boian S. Alexandrov

Surrogate models can reduce computational costs for multivariable functions with an unknown internal structure (black boxes). In a discrete formulation, surrogate modeling is equivalent to restoring a multidimensional array (tensor) from a…

Numerical Analysis · Mathematics 2022-08-09 Andrei Chertkov , Gleb Ryzhakov , Ivan Oseledets

In this paper we propose an extension of the classical Sobol' estimator for the estimation of variance based sensitivity indices. The approach assumes a linear correlation model between the input variables which is used to decompose the…

Methodology · Statistics 2024-08-12 Thomas Most

We propose to estimate a metamodel and the sensitivity indices of a complex model m in the Gaussian regression framework. Our approach combines methods for sensitivity analysis of complex models and statistical tools for sparse…

Statistics Theory · Mathematics 2019-11-19 Sylvie Huet , Marie-Luce Taupin

Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…

Machine Learning · Statistics 2021-10-20 Tiangang Cui , Sergey Dolgov

Tensor train (TT) decomposition represents an $N$-order tensor using $O(N)$ matrices (i.e., factors) of small dimensions, achieved through products among these factors. Due to its compact representation, TT decomposition has found wide…

Optimization and Control · Mathematics 2024-10-22 Zhen Qin , Zhihui Zhu

This paper describes a new method for representing embedding tables of graph neural networks (GNNs) more compactly via tensor-train (TT) decomposition. We consider the scenario where (a) the graph data that lack node features, thereby…

Machine Learning · Computer Science 2022-06-22 Chunxing Yin , Da Zheng , Israt Nisa , Christos Faloutos , George Karypis , Richard Vuduc

In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different variances of its input random variables. These indices are…

Statistics Theory · Mathematics 2018-01-11 Nazih Benoumechiara , Kevin Elie-Dit-Cosaque

Growing model complexities in load modeling have created high dimensionality in parameter estimations, and thereby substantially increasing associated computational costs. In this paper, a tensor-based method is proposed for identifying…

Optimization and Control · Mathematics 2020-03-10 You Lin , Yishen Wang , Jianhui Wang , Siqi Wang , Di Shi

The widespread use of multisensor technology and the emergence of big datasets have created the need to develop tools to reduce, approximate, and classify large and multimodal data such as higher-order tensors. While early approaches…

Numerical Analysis · Computer Science 2018-07-03 Alp Ozdemir , Ali Zare , Mark A. Iwen , Selin Aviyente

Sensitivity analysis (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…

Numerical Analysis · Mathematics 2017-01-20 Ivan Dimov , Rayna Georgieva

Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…

Machine Learning · Statistics 2026-01-21 Guerlain Lambert , Céline Helbert , Claire Lauvernet

Uncertainties exist in both physics-based and data-driven models. Variance-based sensitivity analysis characterizes how the variance of a model output is propagated from the model inputs. The Sobol index is one of the most widely used…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Youngjun Choe

Nearest-neighbor search in large vector databases is crucial for various machine learning applications. This paper introduces a novel method using tensor-train (TT) low-rank tensor decomposition to efficiently represent point clouds and…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Georgii Novikov , Alexander Gneushev , Alexey Kadeishvili , Ivan Oseledets
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