Related papers: Variational Bayesian Inference for Robust Streamin…
State filtering is a key problem in many signal processing applications. From a series of noisy measurement, one would like to estimate the state of some dynamic system. Existing techniques usually adopt a Gaussian noise assumption which…
Efficient learning from streaming data is important for modern data analysis due to the continuous and rapid evolution of data streams. Despite significant advancements in stream pattern mining, challenges persist, particularly in managing…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
This paper proposes a novel formulation of the tensor completion problem to impute missing entries of data represented by tensors. The formulation is introduced in terms of tensor train (TT) rank which can effectively capture global…
Source localization and radio cartography using multi-way representation of spectrum is the subject of study in this paper. A joint matrix factorization and tensor decomposition problem is proposed and solved using an iterative algorithm.…
Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…
We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…
Data tensors of orders 2 and greater are now routinely being generated. These data collections are increasingly huge and growing. Many scientific and medical data tensors are tensor fields (e.g., images, videos, geographic data) in which…
Tensors are becoming increasingly common in data mining, and consequently, tensor factorizations are becoming more and more important tools for data miners. When the data is binary, it is natural to ask if we can factorize it into binary…
The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…
We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…
We present a new method for online prediction and learning of tensors ($N$-way arrays, $N >2$) from sequential measurements. We focus on the specific case of 3-D tensors and exploit a recently developed framework of structured tensor…
Obtaining a reliable estimate of the joint probability mass function (PMF) of a set of random variables from observed data is a significant objective in statistical signal processing and machine learning. Modelling the joint PMF as a tensor…
We present a Bayesian tensor factorization model for inferring latent group structures from dynamic pairwise interaction patterns. For decades, political scientists have collected and analyzed records of the form "country $i$ took action…
Real-world relations among entities can often be observed and determined by different perspectives/views. For example, the decision made by a user on whether to adopt an item relies on multiple aspects such as the contextual information of…
We propose a unified and systematic framework for performing online nonnegative matrix factorization in the presence of outliers. Our framework is particularly suited to large-scale data. We propose two solvers based on projected gradient…
Conventional topology learning methods for dynamical networks become inapplicable to processes exhibiting low-rank characteristics. To address this, we propose the low rank dynamical network model which ensures identifiability. By employing…
Consider a data set collected by (individuals-features) pairs in different times. It can be represented as a tensor of three dimensions (Individuals, features and times). The tensor biclustering problem computes a subset of individuals and…
Compression has emerged as one of the essential deep learning research topics, especially for the edge devices that have limited computation power and storage capacity. Among the main compression techniques, low-rank compression via matrix…
The state-of-the-art tensor network Kalman filter lifts the curse of dimensionality for high-dimensional recursive estimation problems. However, the required rounding operation can cause filter divergence due to the loss of positive…