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The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT)…

Numerical Analysis · Mathematics 2016-09-20 Daniele Bigoni , Allan P. Engsig-Karup , Youssef M. Marzouk

Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

Data Structures and Algorithms · Computer Science 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

This study compares the performances of two sampling-based strategies for the simultaneous estimation of the first-and total-orders variance-based sensitivity indices (a.k.a Sobol' indices). The first strategy was introduced by [8] and is…

Applications · Statistics 2020-06-16 Ivano Azzini , Thierry Mara , Rossana Rosati

This work proposes an efficient numerical approach for compressing a high-dimensional discrete distribution function into a non-negative tensor train (NTT) format. The two settings we consider are variational inference and density…

Numerical Analysis · Mathematics 2025-07-30 Xun Tang , Rajat Dwaraknath , Lexing Ying

The memory capacity of embedding tables in deep learning recommendation models (DLRMs) is increasing dramatically from tens of GBs to TBs across the industry. Given the fast growth in DLRMs, novel solutions are urgently needed, in order to…

Machine Learning · Computer Science 2021-01-29 Chunxing Yin , Bilge Acun , Xing Liu , Carole-Jean Wu

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Sobol' sensitivity index estimators for stochastic models are functions of nested Monte Carlo estimators, which are estimators built from two nested Monte Carlo loops. The outer loop explores the input space and, for each of the…

Statistics Theory · Mathematics 2024-03-20 Henri Mermoz Kouye , Gildas Mazo

There are several factorizations of multi-dimensional tensors into lower-dimensional components, known as `tensor networks'. We consider the popular `tensor-train' (TT) format and ask: How efficiently can we compute a low-rank approximation…

Numerical Analysis · Mathematics 2023-04-18 Melven Röhrig-Zöllner , Jonas Thies , Achim Basermann

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

Applications · Statistics 2024-01-11 Friederike Schäfer , Daniele E. Schiavazzi , Leif Rune Hellevik , Jacob Sturdy

The existing tensor networks adopt conventional matrix product for connection. The classical matrix product requires strict dimensionality consistency between factors, which can result in redundancy in data representation. In this paper,…

Machine Learning · Computer Science 2021-10-01 Hengling Zhao , Yipeng Liu , Xiaolin Huang , Ce Zhu

Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…

Numerical Analysis · Mathematics 2023-03-30 Yajie Yu , Hanyu Li , Jingchun Zhou

We propose a new statistical estimation framework for a large family of global sensitivity analysis indices. Our approach is based on rank statistics and uses an empirical correlation coefficient recently introduced by Chatterjee [9]. We…

Methodology · Statistics 2026-05-25 Fabrice Gamboa , Pierre Gremaud , Thierry Klein , Agnès Lagnoux

Optimal transport (OT) is a popular and powerful tool for comparing probability measures. However, OT suffers a few drawbacks: (i) input measures required to have the same mass, (ii) a high computational complexity, and (iii) indefiniteness…

Machine Learning · Computer Science 2023-02-27 Tam Le , Truyen Nguyen , Kenji Fukumizu

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that…

Numerical Analysis · Computer Science 2015-06-19 A. Cichocki , D. Mandic , A-H. Phan , C. Caiafa , G. Zhou , Q. Zhao , L. De Lathauwer

In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…

Numerical Analysis · Mathematics 2025-02-11 Maolin Che , Yimin Wei , Hong Yan

Tensor Networks (TN) offer a powerful framework to efficiently represent very high-dimensional objects. TN have recently shown their potential for machine learning applications and offer a unifying view of common tensor decomposition models…

Machine Learning · Computer Science 2021-06-24 Meraj Hashemizadeh , Michelle Liu , Jacob Miller , Guillaume Rabusseau

Tensor decomposition is a fundamental tool for analyzing multi-dimensional data by learning low-rank factors to represent high-order interactions. While recent works on temporal tensor decomposition have made significant progress by…

Machine Learning · Computer Science 2025-09-30 Panqi Chen , Lei Cheng , Jianlong Li , Weichang Li , Weiqing Liu , Jiang Bian , Shikai Fang

We consider sequential state and parameter learning in state-space models with intractable state transition and observation processes. By exploiting low-rank tensor train (TT) decompositions, we propose new sequential learning methods for…

Numerical Analysis · Mathematics 2024-07-04 Yiran Zhao , Tiangang Cui

In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-17 Olivier Coulaud , Luc Giraud , Martina Iannacito

Understanding how molecules arrange on surfaces is fundamental to surface chemistry and essential for the rational design of catalytic and functional materials. In particular, the energetically most stable configuration provides valuable…

Chemical Physics · Physics 2025-07-29 Tuan Minh Do , Tomoya Shiota , Wataru Mizukami