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Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of…

Methodology · Statistics 2021-10-29 Jiaxin Hu , Chanwoo Lee , Miaoyan Wang

Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of…

Numerical Analysis · Computer Science 2016-09-30 Anh-Huy Phan , Andrzej Cichocki , Andre Uschmajew , Petr Tichavsky , George Luta , Danilo Mandic

In this work, we firstly apply the Train-Tensor (TT) networks to construct a compact representation of the classical Multilayer Perceptron, representing a reduction of up to 95% of the coefficients. A comparative analysis between tensor…

Machine Learning · Computer Science 2021-03-31 M. Nazareth da Costa , R. Attux , A. Cichocki , J. M. T. Romano

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, 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

Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…

Statistics Theory · Mathematics 2021-01-15 Sébastien da Veiga

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

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

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

The embedding layers transforming input words into real vectors are the key components of deep neural networks used in natural language processing. However, when the vocabulary is large, the corresponding weight matrices can be enormous,…

Computation and Language · Computer Science 2020-02-20 Oleksii Hrinchuk , Valentin Khrulkov , Leyla Mirvakhabova , Elena Orlova , Ivan Oseledets

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

Higher-order data with high dimensionality arise in a diverse set of application areas such as computer vision, video analytics and medical imaging. Tensors provide a natural tool for representing these types of data. Although there has…

Signal Processing · Electrical Eng. & Systems 2020-08-04 Seyyid Emre Sofuoglu , Selin Aviyente

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

Tensor decompositions are powerful tools for analyzing multi-dimensional data in their original format. Besides tensor decompositions like Tucker and CP, Tensor SVD (t-SVD) which is based on the t-product of tensors is another extension of…

Computer Vision and Pattern Recognition · Computer Science 2023-08-15 Mahdi Molavi , Mansoor Rezghi , Tayyebeh Saeedi

Many problems in computational neuroscience, neuroinformatics, pattern/image recognition, signal processing and machine learning generate massive amounts of multidimensional data with multiple aspects and high dimensionality. Tensors (i.e.,…

Emerging Technologies · Computer Science 2014-08-26 Andrzej Cichocki

This work proposes a novel general-purpose estimator for supervised machine learning (ML) based on tensor trains (TT). The estimator uses TTs to parametrize discretized functions, which are then optimized using Riemannian gradient descent…

Machine Learning · Computer Science 2022-03-10 Bart Vandereycken , Rik Voorhaar

We develop a tensor-network surrogate for option pricing, targeting large-scale portfolio revaluation problems arising in market risk management (e.g., VaR and Expected Shortfall computations). The method involves representing…

Pricing of Securities · Quantitative Finance 2026-03-30 Dominic Gribben , Carolina Allende , Alba Villarino , Aser Cortines , Mazen Ali , Román Orús , Pascal Oswald , Noureddine Lehdili

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

We introduce the tubal tensor train (TTT) decomposition, a tensor-network model that combines the t-product algebra of the tensor singular value decomposition (T-SVD) with the low-order core structure of the tensor train (TT) format. For an…

Numerical Analysis · Mathematics 2026-03-12 Salman Ahmadi-Asl , Valentin Leplat , Anh-Huy Phan , Andrzej Cichocki

Variance-based Sobol' sensitivity is one of the most well-known measures in global sensitivity analysis (GSA). However, uncertainties with certain distributions, such as highly skewed distributions or those with a heavy tail, cannot be…

Numerical Analysis · Mathematics 2025-02-12 Jiannan Yang