Related papers: Riemannian preconditioned coordinate descent for l…

In this paper, we propose a variant of Riemannian stochastic recursive gradient method that can achieve second-order convergence guarantee and escape saddle points using simple perturbation. The idea is to perturb the iterates when gradient…

We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…

We solve a regularized weighted low-rank approximation problem by a stochastic gradient descent on a manifold. To guarantee the convergence of our stochastic gradient descent, we establish a convergence theorem on manifolds for…

The coordinate descent method is an effective iterative method for solving large linear least-squares problems. In this paper, for the highly coherent columns case, we construct an effective coordinate descent method which iteratively…

The (efficient and parsimonious) decomposition of higher-order tensors is a fundamental problem with numerous applications in a variety of fields. Several methods have been proposed in the literature to that end, with the Tucker and PARAFAC…

Provably finding stationary points on bounded-rank tensors turns out to be an open problem [E. Levin, J. Kileel, and N. Boumal, Math. Program., 199 (2023), pp. 831--864] due to the inherent non-smoothness of the set of bounded-rank tensors.…

We develop an exact coordinate descent algorithm for high-dimensional regularized Huber regression. In contrast to composite gradient descent methods, our algorithm fully exploits the advantages of coordinate descent when the underlying…

We study a type of Riemannian gradient descent (RGD) algorithm, designed through Riemannian preconditioning, for optimization on $\mathcal{M}_k^{m\times n}$ -- the set of $m\times n$ real matrices with a fixed rank $k$. Our analysis is…

In this paper, we present a new adaptive rank approximation technique for computing solutions to the high-dimensional linear kinetic transport equation. The approach we propose is based on a macro-micro decomposition of the kinetic model in…

We develop new algorithms for Riemannian bilevel optimization. We focus in particular on batch and stochastic gradient-based methods, with the explicit goal of avoiding second-order information such as Riemannian hyper-gradients. We propose…

We study extensions of compressive sensing and low rank matrix recovery (matrix completion) to the recovery of low rank tensors of higher order from a small number of linear measurements. While the theoretical understanding of low rank…

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

We present a new framework for statistical inference on Riemannian manifolds that achieves high-order accuracy, addressing the challenges posed by non-Euclidean parameter spaces frequently encountered in modern data science. Our approach…

The steepest descent method for multiobjective optimization on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The aim of the paper is twofold. Firstly, an asymptotic analysis of the method is…

A systematic numerical approach to approximate high dimensional Lindblad equations is described. It is based on a deterministic rank m approximation of the density operator, the rank m being the only parameter to adjust. From a known…

In this paper, we present a method to certify the approximation quality of a low rank tensor to a given third order symmetric tensor. Under mild assumptions, best low rank approximation is attained if a control parameter is zero or…

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…

This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…

We study the best low-rank Tucker decomposition of symmetric tensors. The motivating application is decomposing higher-order multivariate moments. Moment tensors have special structure and are important to various data science problems. We…

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…