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High-dimensional partial differential equations (PDEs) are ubiquitous in economics, science and engineering. However, their numerical treatment poses formidable challenges since traditional grid-based methods tend to be frustrated by the…

Machine Learning · Statistics 2021-07-20 Lorenz Richter , Leon Sallandt , Nikolas Nüsken

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

Tensor train decomposition is widely used in machine learning and quantum physics due to its concise representation of high-dimensional tensors, overcoming the curse of dimensionality. Cross approximation-originally developed for…

Machine Learning · Computer Science 2023-06-27 Zhen Qin , Alexander Lidiak , Zhexuan Gong , Gongguo Tang , Michael B. Wakin , Zhihui Zhu

We consider the solution of linear systems with tensor product structure using a GMRES algorithm. In order to cope with the computational complexity in large dimension both in terms of floating point operations and memory requirement, our…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-27 Olivier Coulaud , Luc Giraud , Martina Iannacito

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…

Numerical Analysis · Mathematics 2020-11-30 Paul B. Rohrbach , Sergey Dolgov , Lars Grasedyck , Robert Scheichl

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets

In this manuscript, we introduce the tensor-train reduced basis method, a novel projection-based reduced-order model designed for the efficient solution of parameterized partial differential equations. While reduced-order models are widely…

Numerical Analysis · Mathematics 2025-05-06 Nicholas Mueller , Yiran Zhao , Santiago Badia , Tiangang Cui

We propose a deep importance sampling method that is suitable for estimating rare event probabilities in high-dimensional problems. We approximate the optimal importance distribution in a general importance sampling problem as the…

Machine Learning · Statistics 2023-05-26 Tiangang Cui , Sergey Dolgov , Robert Scheichl

This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

Numerical Analysis · Mathematics 2025-09-15 Gianmarco Manzini , Tommaso Sorgente

A adapted tensor-structured GMRES method for the TT format is proposed and investigated. The Tensor Train (TT) approximation is a robust approach to high-dimensional problems. One class of problems is solution of a linear system. In this…

Numerical Analysis · Mathematics 2012-06-26 Sergey V. Dolgov

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

A robust and efficient time integrator for dynamical tensor approximation in the tensor train or matrix product state format is presented. The method is based on splitting the projector onto the tangent space of the tensor manifold. The…

Numerical Analysis · Mathematics 2015-05-27 Christian Lubich , Ivan Oseledets , Bart Vandereycken

Density based representations of atomic environments that are invariant under Euclidean symmetries have become a widely used tool in the machine learning of interatomic potentials, broader data-driven atomistic modelling and the…

In pattern classification, polynomial classifiers are well-studied methods as they are capable of generating complex decision surfaces. Unfortunately, the use of multivariate polynomials is limited to kernels as in support vector machines,…

Machine Learning · Computer Science 2017-11-07 Zhongming Chen , Kim Batselier , Johan A. K. Suykens , Ngai Wong

Chemical component design is a computationally challenging procedure that often entails iterative numerical modeling and authentic experimental testing. We demonstrate a novel optimization method, Tensor train Optimization (TetraOpt), for…

We propose a framework for discrete scientific data compression based on the tensor-train (TT) decomposition. Our approach is tailored to handle unstructured output data from discrete element method (DEM) simulations, demonstrating its…

Numerical Analysis · Mathematics 2022-10-18 Saibal De , Eduardo Corona , Paramsothy Jayakumar , Shravan Veerapaneni

To determine the optimal set of hyperparameters of a Gaussian process based on a large number of training data, both a linear system and a trace estimation problem must be solved. In this paper, we focus on establishing numerical methods…

Optimization and Control · Mathematics 2023-12-27 Josie König , Max Pfeffer , Martin Stoll

Real-world physical systems, like composite materials and porous media, exhibit complex heterogeneities and multiscale nature, posing significant computational challenges. Computational homogenization is useful for predicting macroscopic…

Computational Engineering, Finance, and Science · Computer Science 2024-07-29 Yuki Sato , Yuto Lewis Terashima , Ruho Kondo

This work proposes the extended functional tensor train (EFTT) format for compressing and working with multivariate functions on tensor product domains. Our compression algorithm combines tensorized Chebyshev interpolation with a low-rank…

Numerical Analysis · Mathematics 2024-05-30 Christoph Strössner , Bonan Sun , Daniel Kressner
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