English
Related papers

Related papers: A robust GMRES algorithm in Tensor Train format

200 papers

We consider sequential state and parameter learning in state-space models with intractable state transition and observation processes. By exploiting low-rank tensor train (TT) decompositions, we propose new sequential learning methods for…

Numerical Analysis · Mathematics 2024-07-04 Yiran Zhao , Tiangang Cui

This paper studies deep neural networks for solving extremely large linear systems arising from highdimensional problems. Because of the curse of dimensionality, it is expensive to store both the solution and right-hand side vector in such…

Numerical Analysis · Mathematics 2023-03-07 Yiqi Gu , Michael K. Ng

We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of an efficient…

Computation · Statistics 2018-09-26 Alex A. Gorodetsky , John D. Jakeman

Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…

Optimization and Control · Mathematics 2021-09-07 Ke Chen , Ruhui Jin

The theory of low-rank tensor-train approximation is well understood when the approximation error is measured in the Frobenius norm. The entrywise maximum norm is equally important but is significantly weaker for large tensors, making the…

Numerical Analysis · Mathematics 2025-04-09 Stanislav Budzinskiy

We study tensor completion (TC) through the lens of low-rank tensor decomposition (TD). Many TD algorithms use fast alternating minimization methods to solve highly structured linear regression problems at each step (e.g., for CP, Tucker,…

Data Structures and Algorithms · Computer Science 2025-08-13 Mehrdad Ghadiri , Matthew Fahrbach , Yunbum Kook , Ali Jadbabaie

The rigorous solution to the grating diffraction problem is a cornerstone step in many scientific fields and industrial applications ranging from the study of the fundamental properties of metasurfaces to the simulation of photolithography…

Computational Physics · Physics 2025-02-05 Evgeniy Levdik , Alexey A. Shcherbakov

Tensors provide a robust framework for managing high-dimensional data. Consequently, tensor analysis has emerged as an active research area in various domains, including machine learning, signal processing, computer vision, graph analysis,…

Computation · Statistics 2025-10-01 Michele Gallo

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

We present a method for converting tensors into tensor train format based on actions of the tensor as a vector-valued multilinear function. Existing methods for constructing tensor trains require access to "array entries" of the tensor and…

Numerical Analysis · Mathematics 2020-08-06 Nick Alger , Peng Chen , Omar Ghattas

This work proposes an efficient numerical approach for compressing a high-dimensional discrete distribution function into a non-negative tensor train (NTT) format. The two settings we consider are variational inference and density…

Numerical Analysis · Mathematics 2025-07-30 Xun Tang , Rajat Dwaraknath , Lexing Ying

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

We present a framework using the Quantized Tensor Train (QTT) decomposition to accurately and efficiently solve volume and boundary integral equations in three dimensions. We describe how the QTT decomposition can be used as a hierarchical…

Numerical Analysis · Mathematics 2016-10-04 Eduardo Corona , Abtin Rahimian , Denis Zorin

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

We propose a higher-order dimensionality reduction framework based on the Trace Ratio (TR) optimization problem. We establish conditions for existence and uniqueness of solutions and clarify the theoretical connection between the Trace…

Numerical Analysis · Mathematics 2025-11-25 Alaeddine Zahir , Franck Dufrenois , Khalide Jbilou , Ahmed Ratnani

We consider the problem of low-rank rectangular matrix completion in the regime where the matrix $M$ of size $n\times m$ is ``long", i.e., the aspect ratio $m/n$ diverges to infinity. Such matrices are of particular interest in the study of…

Statistics Theory · Mathematics 2024-06-24 Ludovic Stephan , Yizhe Zhu

Tensor networks provide a powerful framework for compressing multi-dimensional data. The optimal tensor network structure for a given data tensor depends on both data characteristics and specific optimality criteria, making tensor network…

Computational Engineering, Finance, and Science · Computer Science 2026-03-23 Zheng Guo , Aditya Deshpande , Brian Kiedrowski , Xinyu Wang , Alex Gorodetsky

We present an efficient and robust numerical algorithm for solving the two-dimensional linear elasticity problem that combines the Quantized Tensor Train format and a domain partitioning strategy. This approach makes it possible to solve…

Numerical Analysis · Mathematics 2025-01-15 Elena Benvenuti , Gianmarco Manzini , Marco Nale , Simone Pizzolato

We describe a simple, black-box compression format for tensors with a multiscale structure. By representing the tensor as a sum of compressed tensors defined on increasingly coarse grids, we capture low-rank structures on each grid-scale,…

Numerical Analysis · Mathematics 2020-08-18 Oscar Mickelin , Sertac Karaman

We use tensor network techniques to obtain high order perturbative diagrammatic expansions for the quantum many-body problem at very high precision. The approach is based on a tensor train parsimonious representation of the sum of all…