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The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

In the current era of vast data and transparent machine learning, it is essential for techniques to operate at a large scale while providing a clear mathematical comprehension of the internal workings of the method. Although there already…

Machine Learning · Statistics 2024-02-05 David Rügamer

In this work, we initiate the study of \emph{Dynamic Tensor Product Regression}. One has matrices $A_1\in \mathbb{R}^{n_1\times d_1},\ldots,A_q\in \mathbb{R}^{n_q\times d_q}$ and a label vector $b\in \mathbb{R}^{n_1\ldots n_q}$, and the…

Data Structures and Algorithms · Computer Science 2023-01-11 Aravind Reddy , Zhao Song , Lichen Zhang

Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and recommendation systems. However, the high dimensionality of tensors presents significant…

Methodology · Statistics 2024-09-24 Elynn Chen , Yuefeng Han , Jiayu Li

Constrained combinatorial optimization problems abound in industry, from portfolio optimization to logistics. One of the major roadblocks in solving these problems is the presence of non-trivial hard constraints which limit the valid search…

Quantum Physics · Physics 2024-11-07 Javier Lopez-Piqueres , Jing Chen , Alejandro Perdomo-Ortiz

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

Information Theory · Computer Science 2016-09-06 Steffen Limmer , Sławomir Stańczak

The problem of multivariate exponential analysis or sparse interpolation has received a lot of attention, especially with respect to the number of samples required to solve it unambiguously. In this paper we show how to bring the number of…

Numerical Analysis · Mathematics 2017-10-26 Annie Cuyt , Wen-shin Lee

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…

Data Structures and Algorithms · Computer Science 2014-01-21 Aditya Bhaskara , Moses Charikar , Ankur Moitra , Aravindan Vijayaraghavan

We give an algorithm that generates a uniformly random contingency table with specified marginals, i.e. a matrix with non-negative integer values and specified row and column sums. Such algorithms are useful in statistics and combinatorics.…

Combinatorics · Mathematics 2021-06-17 Andrii Arman , Pu Gao , Nicholas Wormald

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

Statistical Mechanics · Physics 2015-07-06 Andrew J. Ferris

We introduce the Mutual Information Machine (MIM), a probabilistic auto-encoder for learning joint distributions over observations and latent variables. MIM reflects three design principles: 1) low divergence, to encourage the encoder and…

Machine Learning · Computer Science 2020-02-24 Micha Livne , Kevin Swersky , David J. Fleet

High-dimensional data are ubiquitous in contemporary science and finding methods to compress them is one of the primary goals of machine learning. Given a dataset lying in a high-dimensional space (in principle hundreds to several thousands…

Machine Learning · Computer Science 2020-03-24 Vittorio Erba , Marco Gherardi , Pietro Rotondo

We consider statistical estimations of a matrix product over the integers in a distributed setting, where we have two parties Alice and Bob; Alice holds a matrix $A$ and Bob holds a matrix $B$, and they want to estimate statistics of $A…

Data Structures and Algorithms · Computer Science 2018-07-04 David P. Woodruff , Qin Zhang

Matrix Product State (MPS) is a versatile tensor network representation widely applied in quantum physics, quantum chemistry, and machine learning, etc. MPS sampling serves as a critical fundamental operation in these fields. As the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-24 Yaojian Chen , Si-Qiu Gong , Lin Gan , Yanfei Liu , An Yang , Yinuo Wang , Chao-yang Lu , Guangwen Yang

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Numerical Analysis · Mathematics 2015-07-07 Alessio Spantini , Antti Solonen , Tiangang Cui , James Martin , Luis Tenorio , Youssef Marzouk

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock

We consider the Principal Component Analysis problem for large tensors of arbitrary order $k$ under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to…

Machine Learning · Computer Science 2014-11-06 Andrea Montanari , Emile Richard

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Computation · Statistics 2020-02-18 Johnathan Bardsley , Tiangang Cui

When studying interacting systems, computing their statistical properties is a fundamental problem in various fields such as physics, applied mathematics, and machine learning. However, this task can be quite challenging due to the…

Statistical Mechanics · Physics 2023-05-04 Yijia Wang , Yuwen Ebony Zhang , Feng Pan , Pan Zhang
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