English
Related papers

Related papers: Optimal High-order Tensor SVD via Tensor-Train Ort…

200 papers

Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…

Numerical Analysis · Mathematics 2023-03-30 Yajie Yu , Hanyu Li , Jingchun Zhou

Higher-order tensor datasets arise commonly in recommendation systems, neuroimaging, and social networks. Here we develop probable methods for estimating a possibly high rank signal tensor from noisy observations. We consider a generative…

Methodology · Statistics 2023-04-11 Chanwoo Lee , Miaoyan Wang

The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evaluation problem in reinforcement learning. Prior…

Optimization and Control · Mathematics 2021-08-17 Georgios Kotsalis , Guanghui Lan , Tianjiao Li

Emphasis in the tensor literature on random embeddings (tools for low-distortion dimension reduction) for the canonical polyadic (CP) tensor decomposition has left analogous results for the more expressive Tucker decomposition comparatively…

Machine Learning · Statistics 2024-06-14 Matthew Pietrosanu , Bei Jiang , Linglong Kong

In this study, we present a tensor--train framework for nonintrusive operator inference aimed at learning discrete operators and using them to predict solutions of physical governing equations. Our framework comprises three approaches:…

Numerical Analysis · Mathematics 2025-09-11 Engin Danis , Duc Truong , Kim Ø. Rasmussen§ , Boian S. Alexandrov

Feynman diagrams are an essential tool for simulating strongly correlated electron systems. However, stochastic quantum Monte Carlo sampling suffers from the sign problem, particularly when solving a multiorbital quantum impurity model.…

Strongly Correlated Electrons · Physics 2025-07-28 Hirone Ishida , Natsuki Okada , Shintaro Hoshino , Hiroshi Shinaoka

In this work, we develop an optimization framework for problems whose solutions are well-approximated by Hierarchical Tucker (HT) tensors, an efficient structured tensor format based on recursive subspace factorizations. By exploiting the…

Numerical Analysis · Mathematics 2014-05-12 Curt Da Silva , Felix J. Herrmann

We introduce compositional tensor trains (CTTs) for the approximation of multivariate functions, a class of models obtained by composing low-rank functions in the tensor-train format. This format can encode standard approximation tools,…

Numerical Analysis · Mathematics 2025-12-23 Martin Eigel , Charles Miranda , Anthony Nouy , David Sommer

The goals of this work are two-fold: firstly, to propose a new theoretical framework for representing random fields on a large class of multidimensional geometrical domain in the tensor train format; secondly, to develop a new algorithm…

Numerical Analysis · Mathematics 2020-05-26 Ling-Ze Bu , Wei Zhao , Wei Wang

Tensor completion and robust principal component analysis have been widely used in machine learning while the key problem relies on the minimization of a tensor rank that is very challenging. A common way to tackle this difficulty is to…

Machine Learning · Computer Science 2021-05-26 Tao Li , Jinwen Ma

Tensor train decomposition is one of the most powerful approaches for processing high-dimensional data. For low-rank tensor train decomposition of large tensors, the alternating least squares (ALS) algorithm is widely used by updating each…

Numerical Analysis · Mathematics 2023-09-18 Zhongming Chen , Huilin Jiang , Gaohang Yu , Liqun Qi

In this paper, we investigate the optimal $\mathcal{H}_2$ model reduction problem for single-input single-output (SISO) continuous-time linear time-invariant (LTI) systems. A semi-definite relaxation (SDR) approach is proposed to determine…

Optimization and Control · Mathematics 2025-08-26 Wenshan Zhu , Imad Jaimoukha

Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…

Machine Learning · Computer Science 2023-08-10 Jiaqi Zhang , Yinghao Cai , Zhaoyang Wang , Beilun Wang

This paper considers the completion problem for a tensor (also referred to as a multidimensional array) from limited sampling. Our greedy method is based on extending the low-rank approximation pursuit (LRAP) method for matrix completions…

Numerical Analysis · Mathematics 2020-04-21 An-Bao Xu

This paper presents a method to build explicit tensor-train (TT) representations. We show that a wide class of tensors can be explicitly represented with sparse TT-cores, obtaining, in many cases, optimal TT-ranks. Numerical experiments…

Numerical Analysis · Mathematics 2022-06-16 Gleb Ryzhakov , Ivan Oseledets

Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…

Methodology · Statistics 2024-07-19 Yuefeng Han , Rong Chen , Dan Yang , Cun-Hui Zhang

Learning from spatio-temporal data has numerous applications such as human-behavior analysis, object tracking, video compression, and physics simulation.However, existing methods still perform poorly on challenging video tasks such as…

Machine Learning · Computer Science 2020-10-06 Jiahao Su , Wonmin Byeon , Jean Kossaifi , Furong Huang , Jan Kautz , Animashree Anandkumar

Using the matrix product state (MPS) representation of tensor train decompositions, in this paper we propose a tensor completion algorithm which alternates over the matrices (tensors) in the MPS representation. This development is motivated…

Numerical Analysis · Computer Science 2016-10-03 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

We present a new method for online prediction and learning of tensors ($N$-way arrays, $N >2$) from sequential measurements. We focus on the specific case of 3-D tensors and exploit a recently developed framework of structured tensor…

Machine Learning · Statistics 2015-07-30 John Pothier , Josh Girson , Shuchin Aeron

In this paper, we study a Bayesian tensor train (TT) decomposition method to recover streaming data by approximating the latent structure in high-order streaming data. Drawing on the streaming variational Bayes method, we introduce the TT…

Machine Learning · Computer Science 2024-02-29 Yunyu Huang , Yani Feng , Qifeng Liao