Related papers: A low-rank method for time-dependent transport cal…
We introduce novel dynamical low-rank methods for solving large-scale matrix differential equations, motivated by algorithms from randomized numerical linear algebra. In terms of performance (cost and accuracy), our methods overperform…
Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…
(Rephrased) Non-conformance decision-making processes in high-precision manufacturing of engineering structures are often delayed due to numerical simulations that are needed for analyzing the defective parts and assemblies. Interfaces…
Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…
In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…
Here we utilize a low-rank tensor model (LTM) as a function approximator, combined with the gradient descent method, to solve eigenvalue problems including the Laplacian operator and the harmonic oscillator. Experimental results show the…
We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows…
The radiative transfer equation models various physical processes ranging from plasma simulations to radiation therapy. In practice, these phenomena are often subject to uncertainties. Modeling and propagating these uncertainties requires…
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…
We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…
This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…
The numerical solution of parameter identification inverse problems for kinetic equations can exhibit high computational and memory costs. In this paper, we propose a dynamical low-rank scheme for the reconstruction of the scattering…
We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…
Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal…
Low-rank matrix approximation (LRMA) is a powerful technique for signal processing and pattern analysis. However, its potential for data compression has not yet been fully investigated in the literature. In this paper, we propose sparse…
Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
Spatio-temporal forecasting is essential for understanding future dynamics within real-world systems by leveraging historical data from multiple locations. Existing methods often prioritize the development of intricate neural networks to…
This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…
With the growth of model and data sizes, a broad effort has been made to design pruning techniques that reduce the resource demand of deep learning pipelines, while retaining model performance. In order to reduce both inference and training…