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Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Numerical Analysis · Mathematics 2021-02-01 Anthony Nouy

Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

We introduce and analyze a mesh-free two-level hybrid Chebyshev-Tucker tensor representation for approximating multivariate functions, which combines tensor-product Chebyshev interpolation with the low-rank Tucker decomposition of the…

Numerical Analysis · Mathematics 2026-05-19 Peter Benner , Boris N. Khoromskij , Venera Khoromskaia , Bonan Sun

In this work, we describe advanced numerical tools for working with multivariate functions and for the analysis of large data sets. These tools will drastically reduce the required computing time and the storage cost, and, therefore, will…

Numerical Analysis · Mathematics 2018-07-04 Alexander Litvinenko , David Keyes , Venera Khoromskaia , Boris N. Khoromskij , Hermann G. Matthies

This work is concerned with approximating a trivariate function defined on a tensor-product domain via function evaluations. Combining tensorized Chebyshev interpolation with a Tucker decomposition of low multilinear rank yields function…

Numerical Analysis · Mathematics 2023-01-24 Sergey Dolgov , Daniel Kressner , Christoph Strössner

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

Numerical Analysis · Mathematics 2023-01-30 Wandi Dong , Gaohang Yu , Liqun Qi , Xiaohao Cai

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

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

In this paper we consider the problem of recovering a low-rank Tucker approximation to a massive tensor based solely on structured random compressive measurements. Crucially, the proposed random measurement ensembles are both designed to be…

Information Theory · Computer Science 2023-08-29 Cullen Haselby , Mark A. Iwen , Deanna Needell , Elizaveta Rebrova , William Swartworth

The modern convolutional neural networks although achieve great results in solving complex computer vision tasks still cannot be effectively used in mobile and embedded devices due to the strict requirements for computational complexity,…

Computer Vision and Pattern Recognition · Computer Science 2020-06-17 Nikolay Kozyrskiy , Anh-Huy Phan

Approximation of non-linear kernels using random feature maps has become a powerful technique for scaling kernel methods to large datasets. We propose $\textit{Tensor Sketch}$, an efficient random feature map for approximating polynomial…

Data Structures and Algorithms · Computer Science 2025-05-20 Ninh Pham , Rasmus Pagh

In this paper we propose efficient randomized fixed-precision techniques for low tubal rank approximation of tensors. The proposed methods are faster and more efficient than the existing fixed-precision algorithms for approximating the…

Numerical Analysis · Mathematics 2025-05-22 Salman Ahmadi-Asl , Naeim Rezaeian , Cesar F. Caiafa , Andre L. F. de Almeidad

New algorithms are proposed for the Tucker approximation of a 3-tensor, that access it using only the tensor-by-vector-by-vector multiplication subroutine. In the matrix case, Krylov methods are methods of choice to approximate the dominant…

Numerical Analysis · Mathematics 2012-02-06 S. A. Goreinov , I. V. Oseledets , D. V. Savostyanov

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

We evaluate some methods designed for tensor- (or data-) based multivariate model construction (approximation and compression). To this aim, a collection of multivariate functions and an evaluation methodology are suggested. First, these…

Numerical Analysis · Mathematics 2026-02-10 Charles Poussot-Vassal , Ion Victor Gosea , Pierre Vuillemin , Athanasios C. Antoulas

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

In this work, we propose new matrix- and tensor-based methodologies for estimating multivariate intensity functions of inhomogeneous point processes. By viewing multivariate intensity functions as infinite-dimensional matrices or tensors…

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