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We recently introduced a method to approximate functions of Hermitian Matrix Product Operators or Tensor Trains that are of the form $\mathsf{Tr} f(A)$. Functions of this type occur in several applications, most notably in quantum physics.…

Numerical Analysis · Computer Science 2018-03-28 Moritz August , Thomas Huckle

Tensor train (TT) decomposition is a powerful representation for high-order tensors, which has been successfully applied to various machine learning tasks in recent years. However, since the tensor product is not commutative, permutation of…

Numerical Analysis · Computer Science 2017-05-31 Qibin Zhao , Masashi Sugiyama , Andrzej Cichocki

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

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

Machine Learning · Statistics 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

Learning neural fields has been an active topic in deep learning research, focusing, among other issues, on finding more compact and easy-to-fit representations. In this paper, we introduce a novel low-rank representation termed Tensor…

Machine Learning · Computer Science 2022-10-03 Anton Obukhov , Mikhail Usvyatsov , Christos Sakaridis , Konrad Schindler , Luc Van Gool

We consider the solution of linear systems with tensor product structure using a GMRES algorithm. In order to cope with the computational complexity in large dimension both in terms of floating point operations and memory requirement, our…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-27 Olivier Coulaud , Luc Giraud , Martina Iannacito

We present the Fast Chebyshev Transform (FCT), a fast, randomized algorithm to compute a Chebyshev approximation of functions in high-dimensions from the knowledge of the location of its nonzero Chebyshev coefficients. Rather than sampling…

Numerical Analysis · Mathematics 2023-10-03 Dalton Jones , Pierre-David Letourneau , Matthew J. Morse , M. Harper Langston

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

Tensor train decomposition is widely used in machine learning and quantum physics due to its concise representation of high-dimensional tensors, overcoming the curse of dimensionality. Cross approximation-originally developed for…

Machine Learning · Computer Science 2023-06-27 Zhen Qin , Alexander Lidiak , Zhexuan Gong , Gongguo Tang , Michael B. Wakin , Zhihui Zhu

A long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option…

Computational Finance · Quantitative Finance 2025-08-15 Rihito Sakurai , Haruto Takahashi , Koichi Miyamoto

Transport maps have become a popular mechanic to express complicated probability densities using sample propagation through an optimized push-forward. Beside their broad applicability and well-known success, transport maps suffer from…

Numerical Analysis · Mathematics 2020-08-11 Martin Eigel , Robert Gruhlke , Manuel Marschall

In recent years, there have been an increasing number of applications of tensor completion based on the tensor train (TT) format because of its efficiency and effectiveness in dealing with higher-order tensor data. However, existing tensor…

Computer Vision and Pattern Recognition · Computer Science 2022-01-25 Yang Zhang , Yao Wang , Zhi Han , Xi'ai Chen , Yandong Tang

Tensor train decomposition is a powerful tool for dealing with high-dimensional, large-scale tensor data, which is not suffering from the curse of dimensionality. To accelerate the calculation of the auxiliary unfolding matrix, some…

Numerical Analysis · Mathematics 2023-08-08 Gaohang Yu , Jinhong Feng , Zhongming Chen , Xiaohao Cai , Liqun Qi

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

Approximation of high-dimensional functions is a problem in many scientific fields that is only feasible if advantageous structural properties, such as sparsity in a given basis, can be exploited. A relevant tool for analysing sparse…

Numerical Analysis · Mathematics 2023-10-16 Philipp Trunschke , Anthony Nouy , Martin Eigel

In general, matrix or tensor-valued functions are approximated using the method developed for vector-valued functions by transforming the matrix-valued function into vector form. This paper proposes a tensor-based interpolation method to…

Numerical Analysis · Mathematics 2026-05-08 Brij Nandan Tripathi , Hanumant Singh Shekhawat , Seip Weiland

This paper is concerned with convergence estimates for fully discrete tree tensor network approximations of high-dimensional functions from several model classes. For functions having standard or mixed Sobolev regularity, new estimates…

Numerical Analysis · Mathematics 2021-12-03 Markus Bachmayr , Anthony Nouy , Reinhold Schneider

Tensor train (TT) decomposition represents an $N$-order tensor using $O(N)$ matrices (i.e., factors) of small dimensions, achieved through products among these factors. Due to its compact representation, TT decomposition has found wide…

Optimization and Control · Mathematics 2024-10-22 Zhen Qin , Zhihui Zhu

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 the low-rank property of the inverse of a class of large-scale structured matrices in the tensor-train (TT) format, which is typically discretized from differential operators. An interesting question that we are concerned…

Numerical Analysis · Mathematics 2025-01-14 Chuanfu Xiao , Kejun Tang , Zhitao Zhu