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In this paper we review basic and emerging models and associated algorithms for large-scale tensor networks, especially Tensor Train (TT) decompositions using novel mathematical and graphical representations. We discus the concept of…

Numerical Analysis · Computer Science 2014-08-25 Andrzej Cichocki

Tensor networks provide compact and scalable representations of high-dimensional data, enabling efficient computation in fields such as quantum physics, numerical partial differential equations (PDEs), and machine learning. This paper…

Numerical Analysis · Mathematics 2025-08-28 Julia Wei , Alec Dektor , Chungen Shen , Zaiwen Wen , Chao Yang

We present a new algorithm for incrementally updating the tensor train decomposition of a stream of tensor data. This new algorithm, called the {\em tensor train incremental core expansion} (TT-ICE) improves upon the current…

Numerical Analysis · Mathematics 2023-09-19 Doruk Aksoy , David J. Gorsich , Shravan Veerapaneni , Alex A. Gorodetsky

In this paper, we consider the tensor completion problem representing the solution in the tensor train (TT) format. It is assumed that tensor is high-dimensional, and tensor values are generated by an unknown smooth function. The assumption…

Numerical Analysis · Mathematics 2020-08-27 Yermek Kapushev , Ivan Oseledets , Evgeny Burnaev

We present a novel tensor network algorithm to solve the time-dependent, gray thermal radiation transport equation. The method invokes a tensor train (TT) decomposition for the specific intensity. The efficiency of this approach is dictated…

Instrumentation and Methods for Astrophysics · Physics 2025-03-25 Alex A. Gorodetsky , Patrick D. Mullen , Aditya Deshpande , Joshua C. Dolence , Chad D. Meyer , Jonah M. Miller , Luke F. Roberts

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

Random projection (RP) is a powerful dimension reduction technique widely used in the analysis of high dimensional data. We demonstrate how this technique can be used to improve the computational efficiency of gravitational wave searches…

General Relativity and Quantum Cosmology · Physics 2019-06-11 Sumeet Kulkarni , Khun Sang Phukon , Amit Reza , Sukanta Bose , Anirban Dasgupta , Dilip Krishnaswamy , Anand S. Sengupta

Tensor decompositions such as the canonical format and the tensor train format have been widely utilized to reduce storage costs and operational complexities for high-dimensional data, achieving linear scaling with the input dimension…

Numerical Analysis · Mathematics 2020-02-11 Oscar Mickelin , Sertac Karaman

In this paper, we propose new learning algorithms for approximating high-dimensional functions using tree tensor networks in a least-squares setting. Given a dimension tree or architecture of the tensor network, we provide an algorithm that…

Numerical Analysis · Mathematics 2021-04-29 Cécile Haberstich , Anthony Nouy , Guillaume Perrin

In this paper, we introduce a sketching algorithm for constructing a tensor train representation of a probability density from its samples. Our method deviates from the standard recursive SVD-based procedure for constructing a tensor train.…

Numerical Analysis · Mathematics 2023-06-27 YH. Hur , J. G. Hoskins , M. Lindsey , E. M. Stoudenmire , Y. Khoo

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…

Statistics Theory · Mathematics 2017-01-20 Gian-Andrea Thanei , Christina Heinze , Nicolai Meinshausen

Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical imaging. In this paper, we propose a projection estimator…

Methodology · Statistics 2025-03-03 Matteo Barigozzi , Yong He , Lingxiao Li , Lorenzo Trapani

Recurrent Neural Networks (RNNs) represent the de facto standard machine learning tool for sequence modelling, owing to their expressive power and memory. However, when dealing with large dimensional data, the corresponding exponential…

Machine Learning · Computer Science 2021-05-12 Yao Lei Xu , Giuseppe G. Calvi , Danilo P. Mandic

Three dimensional convolutional neural networks (3DCNNs) have been applied in many tasks, e.g., video and 3D point cloud recognition. However, due to the higher dimension of convolutional kernels, the space complexity of 3DCNNs is generally…

Computer Vision and Pattern Recognition · Computer Science 2020-08-12 Dingheng Wang , Guangshe Zhao , Guoqi Li , Lei Deng , Yang Wu

We develop a tensor-network surrogate for option pricing, targeting large-scale portfolio revaluation problems arising in market risk management (e.g., VaR and Expected Shortfall computations). The method involves representing…

Pricing of Securities · Quantitative Finance 2026-03-30 Dominic Gribben , Carolina Allende , Alba Villarino , Aser Cortines , Mazen Ali , Román Orús , Pascal Oswald , Noureddine Lehdili

Tensor low-rank representation (TLRR) has demonstrated significant success in image clustering. However, most existing methods rely on fixed transformations and suffer from poor robustness to noise. In this paper, we propose a novel…

Computer Vision and Pattern Recognition · Computer Science 2025-10-24 Hui Chen , Xinjie Wang , Xianchao Xiu , Wanquan Liu

In intelligent transportation systems, traffic data imputation, estimating the missing value from partially observed data is an inevitable and challenging task. Previous studies have not fully considered traffic data's multidimensionality…

Machine Learning · Statistics 2023-11-01 Wenwu Gong , Zhejun Huang , Lili Yang

Convolutional neural networks (CNNs) are among the most widely used machine learning models for computer vision tasks, such as image classification. To improve the efficiency of CNNs, many CNNs compressing approaches have been developed.…

Computer Vision and Pattern Recognition · Computer Science 2024-08-06 Mateusz Gabor , Rafał Zdunek

Nonlinear filtering with correlated noise leads to a Duncan-Mortensen-Zakai (DMZ) equation in the form of a stochastic partial differential equation (SPDE). Unlike the independent noise case, the presence of correlation prevents the…

Numerical Analysis · Mathematics 2026-05-26 Yuhua Meng , Stephen S. -T. Yau , Zhiwen Zhang

Higher-order data with high dimensionality arise in a diverse set of application areas such as computer vision, video analytics and medical imaging. Tensors provide a natural tool for representing these types of data. Although there has…

Signal Processing · Electrical Eng. & Systems 2020-08-04 Seyyid Emre Sofuoglu , Selin Aviyente