Related papers: A Randomized Algorithm for Tensor Singular Value D…
Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…
We introduce the tubal tensor train (TTT) decomposition, a tensor-network model that combines the t-product algebra of the tensor singular value decomposition (T-SVD) with the low-order core structure of the tensor train (TT) format. For an…
The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…
In this paper we propose novel methods for completion (from limited samples) and de-noising of multilinear (tensor) data and as an application consider 3-D and 4- D (color) video data completion and de-noising. We exploit the recently…
Singular Value Decomposition (SVD) is a powerful tool for multivariate analysis. However, independent computation of the SVD for each sample taken from a bandlimited matrix random process will result in singular value sample paths whose…
Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…
When the amount of entanglement in a quantum system is limited, the relevant dynamics of the system is restricted to a very small part of the state space. When restricted to this subspace the description of the system becomes efficient in…
This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…
Singular Value Decomposition (SVD) is the basic body of many statistical algorithms and few users question whether SVD is properly handling its job. SVD aims at evaluating the decomposition that best approximates a data matrix, given some…
The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…
This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxiliary covariates. Semi-parametric TEnsor Factor Analysis models…
Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…
Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…
Within the tensor singular value decomposition (T-SVD) framework, existing robust low-rank tensor completion approaches have made great achievements in various areas of science and engineering. Nevertheless, these methods involve the T-SVD…
The QLP decomposition is one of the effective algorithms to approximate singular value decomposition (SVD) in numerical linear algebra. In this paper, we propose some single-pass randomized QLP decomposition algorithms for computing the…
Sparsity regularization has garnered significant interest across multiple disciplines, including statistics, imaging, and signal processing. Standard techniques for addressing sparsity regularization include iterative soft thresholding…
Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…
We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…
This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…
The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…