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We design quasi-interpolation operators based on piecewise polynomial weight functions of degree less than or equal to $p$ that map into the space of continuous piecewise polynomials of degree less than or equal to $p+1$. We show that the…

Numerical Analysis · Mathematics 2024-04-23 Thomas Führer , Manuel A. Sánchez

In this paper, we propose different algorithms for the solution of a tensor linear discrete ill-posed problem arising in the application of the meshless method for solving PDEs in three-dimensional space using multiquadric radial basis…

Numerical Analysis · Mathematics 2021-03-04 M. El Guide , K. Jbilou , A. Ratnani

We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the…

Optimization and Control · Mathematics 2024-10-04 Ignace Loris , Simone Rebegoldi

We present an efficient low-rank approximation algorithm for non-negative tensors. The algorithm is derived from our two findings: First, we show that rank-1 approximation for tensors can be viewed as a mean-field approximation by treating…

Machine Learning · Statistics 2021-10-26 Kazu Ghalamkari , Mahito Sugiyama

Motivated by the challenges of analyzing high-dimensional ($p \gg n$) sequencing data from longitudinal microbiome studies, where samples are collected at multiple time points from each subject, we propose supervised functional tensor…

Methodology · Statistics 2024-10-15 Mohammad Samsul Alam , Ana-Maria Staicu , Pixu Shi

Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods…

Numerical Analysis · Mathematics 2019-02-26 Patrick Gelß , Stefan Klus , Sebastian Matera , Christof Schütte

We introduce an algorithm for estimating the trace of a matrix function $f(\mathbf{A})$ using implicit products with a symmetric matrix $\mathbf{A}$. Existing methods for implicit trace estimation of a matrix function tend to treat…

Numerical Analysis · Mathematics 2023-08-30 Tyler Chen , Eric Hallman

Tensor decomposition is a popular technique for tensor completion, However most of the existing methods are based on linear or shallow model, when the data tensor becomes large and the observation data is very small, it is prone to over…

Numerical Analysis · Mathematics 2021-05-21 Qianxi Wu , An-Bao Xu

Recurrent tasks such as pricing, calibration and risk assessment need to be executed accurately and in real-time. Simultaneously we observe an increase in model sophistication on the one hand and growing demands on the quality of risk…

Computational Finance · Quantitative Finance 2016-07-11 Maximilian Gaß , Kathrin Glau , Mirco Mahlstedt , Maximilian Mair

Unions of graph multiplier operators are an important class of linear operators for processing signals defined on graphs. We present a novel method to efficiently distribute the application of these operators. The proposed method features…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-01 David I Shuman , Pierre Vandergheynst , Daniel Kressner , Pascal Frossard

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

A collection of algorithms is described for numerically computing with smooth functions defined on the unit disk. Low rank approximations to functions in polar geometries are formed by synthesizing the disk analogue of the double Fourier…

Numerical Analysis · Mathematics 2017-03-28 Heather Wilber , Alex Townsend , Grady Wright

We derive a Kronecker product approximation for the micromagnetic long range interactions in a collocation framework by means of separable sinc quadrature. Evaluation of this operator for structured tensors (Canonical format, Tucker format,…

Computational Physics · Physics 2014-05-23 Lukas Exl , Claas Abert , Norbert J. Mauser , Thomas Schrefl , Hans Peter Stimming , Dieter Suess

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

Optimization and Control · Mathematics 2017-02-01 Alp Yurtsever , Bang Cong Vu , Volkan Cevher

Often computational models are too expensive to be solved in the entire domain of simulation, and a cheaper model would suffice away from the main zone of interest. We present for the concrete example of an evolution problem of advection…

Numerical Analysis · Mathematics 2014-09-15 Martin J. Gander , Laurence Halpern , Véronique Martin

We propose a fast algorithm for mode rank truncation of the result of a bilinear operation on 3-tensors given in the Tucker or canonical form. If the arguments and the result have mode sizes n and mode ranks r, the computation costs $O(nr^3…

Numerical Analysis · Mathematics 2012-02-07 Dmitry Savostyanov , Eugene Tyrtyshnikov , Nikolay Zamarashkin

We report a complete implementation of the coupled-cluster method with single, double, and triple excitations (CCSDT) where tensor decompositions are used to reduce its scaling and overall computational costs. For the decomposition of the…

Chemical Physics · Physics 2020-02-20 Michał Lesiuk

Efficient and accurate low-rank approximation (LRA) methods are of great significance for large-scale data analysis. Randomized tensor decompositions have emerged as powerful tools to meet this need, but most existing methods perform poorly…

Machine Learning · Computer Science 2022-11-29 Yichun Qiu , Weijun Sun , Guoxu Zhou , Qibin Zhao

Tensor completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…

Machine Learning · Computer Science 2021-05-21 Chenjian Pan , Chen Ling , Hongjin He , Liqun Qi , Yanwei Xu

Machine learning and data mining algorithms are becoming increasingly important in analyzing large volume, multi-relational and multi--modal datasets, which are often conveniently represented as multiway arrays or tensors. It is therefore…

Numerical Analysis · Computer Science 2017-09-12 A. Cichocki , N. Lee , I. V. Oseledets , A. -H. Phan , Q. Zhao , D. Mandic