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In autoregressive modeling for tensor-valued time series, Tucker decomposition, when applied to the coefficient tensor, provides a clear interpretation of supervised factor modeling but loses its efficiency rapidly with increasing tensor…

Methodology · Statistics 2025-06-03 Yuxi Cai , Lan Li , Yize Wang , Guodong Li

High-dimensional tensors or multi-way data are becoming prevalent in areas such as biomedical imaging, chemometrics, networking and bibliometrics. Traditional approaches to finding lower dimensional representations of tensor data include…

Machine Learning · Statistics 2012-02-14 Genevera I. Allen

Tucker decomposition is the cornerstone of modern machine learning on tensorial data analysis, which have attracted considerable attention for multiway feature extraction, compressive sensing, and tensor completion. The most challenging…

Machine Learning · Computer Science 2015-05-12 Qibin Zhao , Liqing Zhang , Andrzej Cichocki

Compressed sensing extends from the recovery of sparse vectors from undersampled measurements via efficient algorithms to the recovery of matrices of low rank from incomplete information. Here we consider a further extension to the…

Numerical Analysis · Mathematics 2014-11-04 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

We propose a new numerical algorithm for computing the tensor rank decomposition or canonical polyadic decomposition of higher-order tensors subject to a rank and genericity constraint. Reformulating this computational problem as a system…

Numerical Analysis · Mathematics 2024-07-02 Simon Telen , Nick Vannieuwenhoven

Tensor train decomposition is a powerful tool for dealing with high-dimensional, large-scale tensor data, which is not suffering from the curse of dimensionality. To accelerate the calculation of the auxiliary unfolding matrix, some…

Numerical Analysis · Mathematics 2023-08-08 Gaohang Yu , Jinhong Feng , Zhongming Chen , Xiaohao Cai , Liqun Qi

Randomization has emerged as a powerful set of tools for large-scale matrix and tensor decompositions. Randomized algorithms involve computing sketches with random matrices. A prevalent approach is to take the random matrix as a standard…

Numerical Analysis · Mathematics 2026-04-02 Arvind K. Saibaba , Bhisham Dev Verma , Grey Ballard

Tensor ring (TR) decomposition is an efficient approach to discover the hidden low-rank patterns for higher-order tensors, and streaming tensors are becoming highly prevalent in real-world applications. In this paper, we investigate how to…

Numerical Analysis · Mathematics 2023-07-04 Yajie Yu , Hanyu Li

In this paper, we develop software for decomposing sparse tensors that is portable to and performant on a variety of multicore, manycore, and GPU computing architectures. The result is a single code whose performance matches optimized…

Mathematical Software · Computer Science 2019-07-30 Eric Phipps , Tamara G. Kolda

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

We present the first deterministic, finite-step algorithm for exact tensor ring (TR) decomposition, addressing an open question about the existence of such procedures. Our method leverages blockwise simultaneous diagonalization to recover…

Numerical Analysis · Mathematics 2025-12-02 Han Chen , Sitan Chen , Anru R. Zhang

Tensor decomposition methods are popular tools for analysis of multi-way datasets from social media, healthcare, spatio-temporal domains, and others. Widely adopted models such as Tucker and canonical polyadic decomposition (CPD) follow a…

Machine Learning · Computer Science 2023-09-19 Maxwell McNeil , Petko Bogdanov

This paper introduces matrix product state (MPS) decomposition as a computational tool for extracting features of multidimensional data represented by higher-order tensors. Regardless of tensor order, MPS extracts its relevant features to…

Computer Vision and Pattern Recognition · Computer Science 2016-01-22 Johann A. Bengua , Ho N. Phien , Hoang D. Tuan , Minh N. Do

Most state of the art deep neural networks are overparameterized and exhibit a high computational cost. A straightforward approach to this problem is to replace convolutional kernels with its low-rank tensor approximations, whereas the…

Computer Vision and Pattern Recognition · Computer Science 2020-08-13 Anh-Huy Phan , Konstantin Sobolev , Konstantin Sozykin , Dmitry Ermilov , Julia Gusak , Petr Tichavsky , Valeriy Glukhov , Ivan Oseledets , Andrzej Cichocki

The CANDECOMP/PARAFAC (CP) decomposition is a leading method for the analysis of multiway data. The standard alternating least squares algorithm for the CP decomposition (CP-ALS) involves a series of highly overdetermined linear least…

Numerical Analysis · Computer Science 2018-08-23 Casey Battaglino , Grey Ballard , Tamara G. Kolda

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new…

Machine Learning · Statistics 2018-03-13 Jérémy E. Cohen , Nicolas Gillis

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

This paper explores a new version of the Levenberg-Marquardt algorithm used for Tensor Canonical Polyadic (CP) decomposition with an emphasis on image compression and reconstruction. Tensor computation, especially CP decomposition, holds…

Numerical Analysis · Mathematics 2024-07-26 Ramin Goudarzi Karim , Dipak Dulal , Carmeliza Navasca

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…

Numerical Analysis · Computer Science 2016-06-20 Qibin Zhao , Guoxu Zhou , Shengli Xie , Liqing Zhang , Andrzej Cichocki