Related papers: Model-Free State Estimation Using Low-Rank Canonic…
The Linear Parameter-Varying (LPV) framework is a powerful tool for controlling nonlinear and complex systems, but the conversion of nonlinear models into LPV forms often results in high-dimensional and overly conservative LPV models. To be…
Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and…
This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…
Estimating the expected value of an observable appearing in a non-equilibrium stochastic process usually involves sampling. If the observable's variance is high, many samples are required. In contrast, we show that performing the same task…
This contribution proposes a recursive, computationally efficient, ready-to-use, online method for the ellipsoidal state characterization for linear discrete-time models with additive unknown disturbances vectors (bounded by known possibly…
Tensor networks developed in the context of condensed matter physics try to approximate order-$N$ tensors with a reduced number of degrees of freedom that is only polynomial in $N$ and arranged as a network of partially contracted smaller…
Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional…
We discuss how recently discovered techniques and tools from compressed sensing can be used in tensor decompositions, with a view towards modeling signals from multiple arrays of multiple sensors. We show that with appropriate bounds on a…
Tensor networks are efficient factorisations of high-dimensional tensors into a network of lower-order tensors. They have been most commonly used to model entanglement in quantum many-body systems and more recently are witnessing increased…
State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of observations related to the state is…
This paper presents a geometric analysis of the simultaneous blind deconvolution and phase retrieval (BDPR) problem via a structured low-rank tensor recovery framework. Due to the highly complicated structure of the associated sensing…
We describe a simple method to find the ground state energy without calculating the expectation value of the Hamiltonian in the time-evolving block decimation algorithm with tensor network states. For example, we consider quantum…
In the framework of multidimensional Compressed Sensing (CS), we introduce an analytical reconstruction formula that allows one to recover an $N$th-order $(I_1\times I_2\times \cdots \times I_N)$ data tensor $\underline{\mathbf{X}}$ from a…
In this paper, we investigate the sample complexity of recovering tensors with low symmetric rank from symmetric rank-one measurements. This setting is particularly motivated by the study of higher-order interactions and the analysis of…
We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex…
Tensor-valued data are becoming increasingly available in economics and this calls for suitable econometric tools. We propose a new dynamic linear model for tensor-valued response variables and covariates that encompasses some well-known…
We propose a new model for multi-token prediction in transformers, aiming to enhance sampling efficiency without compromising accuracy. Motivated by recent work that predicts the probabilities of subsequent tokens using multiple heads, we…
As tensor-valued data become increasingly common in time series analysis, there is a growing need for flexible and interpretable models that can handle high-dimensional predictors and responses across multiple modes. We propose a unified…
The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…
This paper investigates the sparse recovery models for bad data detection and state estimation in power networks. Two sparse models, the sparse L1-relaxation model (L1-R) and the multi-stage convex relaxation model (Capped-L1), are compared…