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This paper presents a multigrid algorithm for the computation of the rank-R canonical decomposition of a tensor for low rank R. Standard alternating least squares (ALS) is used as the relaxation method. Transfer operators and coarse-level…

Numerical Analysis · Mathematics 2011-11-28 Hans De Sterck , Killian Miller

This work presents generalized low-rank signal decompositions with the aid of switching techniques and adaptive algorithms, which do not require eigen-decompositions, for space-time adaptive processing. A generalized scheme is proposed to…

Information Theory · Computer Science 2013-04-09 R. C. de Lamare

Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

Statistics Theory · Mathematics 2023-02-02 Collin Cademartori , Cynthia Rush

We consider the problem of reconstructing the signal and the hidden variables from observations coming from a multi-layer network with rotationally invariant weight matrices. The multi-layer structure models inference from deep generative…

Machine Learning · Statistics 2022-12-06 Yizhou Xu , TianQi Hou , ShanSuo Liang , Marco Mondelli

We consider the problem of estimating a rank-1 signal corrupted by structured rotationally invariant noise, and address the following question: how well do inference algorithms perform when the noise statistics is unknown and hence Gaussian…

Information Theory · Computer Science 2022-05-23 Jean Barbier , TianQi Hou , Marco Mondelli , Manuel Sáenz

Purpose: Undersampling is used to reduce the scan time for high-resolution 3D magnetic resonance imaging. In order to achieve better image quality and avoid manual parameter tuning, we propose a probabilistic Bayesian approach to recover…

Image and Video Processing · Electrical Eng. & Systems 2022-10-20 Shuai Huang , James J. Lah , Jason W. Allen , Deqiang Qiu

We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…

Information Theory · Computer Science 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari

Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor…

Machine Learning · Computer Science 2025-11-03 Hiroki Hasegawa , Yukihiko Okada

The approximation of tensors has important applications in various disciplines, but it remains an extremely challenging task. It is well known that tensors of higher order can fail to have best low-rank approximations, but with an important…

Numerical Analysis · Mathematics 2015-03-19 Mike Espig , Aram Khachatryan

In this article, we derive a Bayesian model to learning the sparse and low rank PARAFAC decomposition for the observed tensor with missing values via the elastic net, with property to find the true rank and sparse factor matrix which is…

Numerical Analysis · Mathematics 2017-05-30 Songting Shi , Xiang Li , Arkadiusz Sitek , Quanzheng Li

Boolean tensor decomposition approximates data of multi-way binary relationships as product of interpretable low-rank binary factors, following the rules of Boolean algebra. Here, we present its first probabilistic treatment. We facilitate…

Machine Learning · Statistics 2018-05-15 Tammo Rukat , Chris C. Holmes , Christopher Yau

The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…

Information Theory · Computer Science 2015-08-11 Jeremy Vila , Philip Schniter , Sundeep Rangan , Florent Krzakala , Lenka Zdeborova

This letter proposes a novel message-passing algorithm for signal recovery in compressed sensing. The proposed algorithm solves the disadvantages of approximate message-passing (AMP) and orthogonal/vector AMP, and realizes their advantages.…

Information Theory · Computer Science 2020-04-22 Keigo Takeuchi

Tensor completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…

Machine Learning · Computer Science 2021-05-21 Chenjian Pan , Chen Ling , Hongjin He , Liqun Qi , Yanwei Xu

Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to $n^{\lfloor p/2 \rfloor}$ for a $p$-th order tensor in…

Data Structures and Algorithms · Computer Science 2015-04-23 Rong Ge , Tengyu Ma

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

Intuitively, if a density operator has small rank, then it should be easier to estimate from experimental data, since in this case only a few eigenvectors need to be learned. We prove two complementary results that confirm this intuition.…

Quantum Physics · Physics 2012-10-18 Steven T. Flammia , David Gross , Yi-Kai Liu , Jens Eisert

Mean-field characterizations of first-order iterative algorithms -- including Approximate Message Passing (AMP), stochastic and proximal gradient descent, and Langevin diffusions -- have enabled a precise understanding of learning dynamics…

Statistics Theory · Mathematics 2025-07-01 Max Lovig , Tianhao Wang , Zhou Fan

In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…

Information Theory · Computer Science 2017-01-04 Christophe Schülke , Philip Schniter , Lenka Zdeborová

Approximate message passing (AMP) algorithms are devised under the Gaussianity assumption of the measurement noise vector. In this work, we relax this assumption within the vector AMP (VAMP) framework to arbitrary independent and…

Information Theory · Computer Science 2024-02-07 Mohamed Akrout , Tiancheng Gao , Faouzi Bellili , Amine Mezghani
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