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This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

This paper is concerned with high-dimensional panel data models where the number of regressors can be much larger than the sample size. Under the assumption that the true parameter vector is sparse we propose a panel-Lasso estimator and…

Statistics Theory · Mathematics 2014-02-14 Anders Bredahl Kock

Data used for analytics and machine learning often take the form of tables with categorical entries. We introduce a family of lossless compression algorithms for such data that proceed in four steps: $(i)$ Estimate latent variables…

Information Theory · Computer Science 2023-02-21 Andrea Montanari , Eric Weiner

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…

Numerical Analysis · Mathematics 2019-09-11 Anthony Nouy

We consider supervised learning (regression/classification) problems with tensor-valued input. We derive multi-linear sufficient reductions for the regression or classification problem by modeling the conditional distribution of the…

Methodology · Statistics 2025-02-28 Daniel Kapla , Efstathia Bura

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

This paper introduces the functional tensor singular value decomposition (FTSVD), a novel dimension reduction framework for tensors with one functional mode and several tabular modes. The problem is motivated by high-order longitudinal data…

Methodology · Statistics 2023-10-27 Rungang Han , Pixu Shi , Anru R. Zhang

This work introduces a tensor-based method to perform supervised classification on spatiotemporal data processed in an echo state network. Typically when performing supervised classification tasks on data processed in an echo state network,…

Machine Learning · Computer Science 2017-08-25 Ashley Prater

Information about intrinsic dimension is crucial to perform dimensionality reduction, compress information, design efficient algorithms, and do statistical adaptation. In this paper we propose an estimator for the intrinsic dimension of a…

Machine Learning · Statistics 2017-11-09 Paulo Serra , Michel Mandjes

It has previously been shown that response transformations can be very effective in improving dimension reduction outcomes for a continuous response. The choice of transformation used can make a big difference in the visualization of the…

Methodology · Statistics 2021-07-01 Marina Masioti , Luke A. Prendergast , Amanda Shaker

We propose a new method to estimate plant biodiversity with R{\'e}nyi and Rao indexes through the so called High Order Singular Value Decomposition (HOSVD) of tensors. Starting from NASA multispectral images we evaluate biodiversity and we…

Signal Processing · Electrical Eng. & Systems 2019-12-02 Alessandra Bernardi , Martina Iannacito , Duccio Rocchini

The oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product based third-order tensor singular value decomposition with the transform matrix being a factor matrix of the higher order…

Numerical Analysis · Mathematics 2023-02-28 Minghui Ding , Yimin Wei , Pengpeng Xie

Tensors, or multidimensional arrays, are data structures that can naturally represent visual data of multiple dimensions. Inherently able to efficiently capture structured, latent semantic spaces and high-order interactions, tensors have a…

Computer Vision and Pattern Recognition · Computer Science 2021-07-09 Yannis Panagakis , Jean Kossaifi , Grigorios G. Chrysos , James Oldfield , Mihalis A. Nicolaou , Anima Anandkumar , Stefanos Zafeiriou

A novel method for common and individual feature analysis from exceedingly large-scale data is proposed, in order to ensure the tractability of both the computation and storage and thus mitigate the curse of dimensionality, a major…

Signal Processing · Electrical Eng. & Systems 2017-11-03 Ilia Kisil , Giuseppe G. Calvi , Danilo P. Mandic

Model order reduction plays a crucial role in simplifying complex systems while preserving their essential dynamic characteristics, making it an invaluable tool in a wide range of applications, including robotic systems, signal processing,…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Shenghan Mei , Ziqin He , Yidan Mei , Xin Mao , Anqi Dong , Ren Wang , Can Chen

This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either…

Machine Learning · Statistics 2024-12-23 Guanhao Zhou , Yuefeng Han , Xiufan Yu

Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT)…

Numerical Analysis · Mathematics 2021-08-11 Feliks Nüske , Patrick Gelß , Stefan Klus , Cecilia Clementi

Uncertainty quantification based on stochastic spectral methods suffers from the curse of dimensionality. This issue was mitigated recently by low-rank tensor methods. However, there exist two fundamental challenges in low-rank tensor-based…

Numerical Analysis · Mathematics 2021-02-03 Zichang He , Zheng Zhang

We present a novel procedure for optimization based on the combination of efficient quantized tensor train representation and a generalized maximum matrix volume principle. We demonstrate the applicability of the new Tensor Train Optimizer…

Machine Learning · Computer Science 2022-09-29 Konstantin Sozykin , Andrei Chertkov , Roman Schutski , Anh-Huy Phan , Andrzej Cichocki , Ivan Oseledets

Nonnegative Tucker decomposition (NTD) is a powerful tool for the extraction of nonnegative parts-based and physically meaningful latent components from high-dimensional tensor data while preserving the natural multilinear structure of…

Machine Learning · Computer Science 2015-09-17 Guoxu Zhou , Andrzej Cichocki , Qibin Zhao , Shengli Xie