Related papers: Low-rank tensor approximation for Chebyshev interp…
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…
To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…
Solving semiparametric models can be computationally challenging because the dimension of parameter space may grow large with increasing sample size. Classical Newton's method becomes quite slow and unstable with intensive calculation of…
In this paper the efficiency of multilevel sparse tensor approximation methods for high-dimensional affine parametric diffusion equations is investigated. Methodologically, the recently presented Sparse Alternating Least Squares (SALS)…
While post-training model compression can greatly reduce the inference cost of a deep neural network, uncompressed training still consumes a huge amount of hardware resources, run-time and energy. It is highly desirable to directly train a…
We present a novel method called TESALOCS (TEnsor SAmpling and LOCal Search) for multidimensional optimization, combining the strengths of gradient-free discrete methods and gradient-based approaches. The discrete optimization in our method…
We develop a novel deep learning approach for pricing European options in diffusion models, that can efficiently handle high-dimensional problems resulting from Markovian approximations of rough volatility models. The option pricing partial…
Since higher-order tensors are naturally suitable for representing multi-dimensional data in real-world, e.g., color images and videos, low-rank tensor representation has become one of the emerging areas in machine learning and computer…
Nowadays, low-rank approximations of matrices are an important component of many methods in science and engineering. Traditionally, low-rank approximations are considered in unitary invariant norms, however, recently element-wise…
In real-world, many problems can be formulated as the alignment between two geometric patterns. Previously, a great amount of research focus on the alignment of 2D or 3D patterns, especially in the field of computer vision. Recently, the…
Using the matrix product state (MPS) representation of the recently proposed tensor ring decompositions, in this paper we propose a tensor completion algorithm, which is an alternating minimization algorithm that alternates over the factors…
Multiway data often naturally occurs in a tensorial format which can be approximately represented by a low-rank tensor decomposition. This is useful because complexity can be significantly reduced and the treatment of large-scale data sets…
Spectral variations pose a common challenge in analyzing hyperspectral images (HSI). To address this, low-rank tensor representation has emerged as a robust strategy, leveraging inherent correlations within HSI data. However, the spatial…
This study aims to solve the over-reliance on the rank estimation strategy in the standard tensor factorization-based tensor recovery and the problem of a large computational cost in the standard t-SVD-based tensor recovery. To this end, we…
We present a new rank-adaptive tensor method to compute the numerical solution of high-dimensional nonlinear PDEs. The method combines functional tensor train (FTT) series expansions, operator splitting time integration, and a new…
Tensor train (TT) factorization and corresponding TT rank, which can well express the low-rankness and mode correlations of higher-order tensors, have attracted much attention in recent years. However, TT factorization based methods are…
Software engineering presents complex, multi-step challenges for Large Language Models (LLMs), requiring reasoning over large codebases and coordinated tool use. The difficulty of these tasks is exemplified by benchmarks like SWE-bench,…
Reinforcement learning (RL) aims to estimate the action to take given a (time-varying) state, with the goal of maximizing a cumulative reward function. Predominantly, there are two families of algorithms to solve RL problems: value-based…
This paper introduces a novel approach to approximating continuous functions over high-dimensional hypercubes by integrating matrix CUR decomposition with hyperinterpolation techniques. Traditional Fourier-based hyperinterpolation methods…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…