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In this paper, we introduce a sketching algorithm for constructing a tensor train representation of a probability density from its samples. Our method deviates from the standard recursive SVD-based procedure for constructing a tensor train.…

Numerical Analysis · Mathematics 2023-06-27 YH. Hur , J. G. Hoskins , M. Lindsey , E. M. Stoudenmire , Y. Khoo

We propose the tensorizing flow method for estimating high-dimensional probability density functions from the observed data. The method is based on tensor-train and flow-based generative modeling. Our method first efficiently constructs an…

Machine Learning · Computer Science 2022-12-02 Yinuo Ren , Hongli Zhao , Yuehaw Khoo , Lexing Ying

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

Numerical Analysis · Mathematics 2017-10-25 Benjamin Huber , Reinhold Schneider , Sebastian Wolf

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

Numerical Analysis · Mathematics 2023-01-30 Wandi Dong , Gaohang Yu , Liqun Qi , Xiaohao Cai

We consider the problem of the estimation of a high-dimensional probability distribution from i.i.d. samples of the distribution using model classes of functions in tree-based tensor formats, a particular case of tensor networks associated…

Machine Learning · Statistics 2021-05-21 Erwan Grelier , Anthony Nouy , Régis Lebrun

In this paper, we present a density estimation framework based on tree tensor-network states. The proposed method consists of determining the tree topology with Chow-Liu algorithm, and obtaining a linear system of equations that defines the…

Machine Learning · Statistics 2022-09-07 Xun Tang , Yoonhaeng Hur , Yuehaw Khoo , Lexing Ying

The numerical representation of high-dimensional Gibbs distributions is challenging due to the curse of dimensionality manifesting through the intractable normalization constant calculations. This work addresses this challenge by performing…

Numerical Analysis · Mathematics 2025-01-30 Nan Sheng , Xun Tang , Haoxuan Chen , Lexing Ying

In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…

Statistics Theory · Mathematics 2020-01-09 Anru Zhang , Dong Xia

In this paper, we investigate effective sketching schemes via sparsification for high dimensional multilinear arrays or tensors. More specifically, we propose a novel tensor sparsification algorithm that retains a subset of the entries of a…

Methodology · Statistics 2017-11-17 Dong Xia , Ming Yuan

Approximation of non-linear kernels using random feature maps has become a powerful technique for scaling kernel methods to large datasets. We propose $\textit{Tensor Sketch}$, an efficient random feature map for approximating polynomial…

Data Structures and Algorithms · Computer Science 2025-05-20 Ninh Pham , Rasmus Pagh

By representing documents as mixtures of topics, topic modeling has allowed the successful analysis of datasets across a wide spectrum of applications ranging from ecology to genetics. An important body of recent work has demonstrated the…

Statistics Theory · Mathematics 2025-01-03 Yating Liu , Claire Donnat

Generative networks implicitly approximate complex densities from their sampling with impressive accuracy. However, because of the enormous scale of modern datasets, this training process is often computationally expensive. We cast…

Machine Learning · Computer Science 2020-03-03 Vincent Schellekens , Laurent Jacques

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

Low-tubal-rank tensor approximation has been proposed to analyze large-scale and multi-dimensional data. However, finding such an accurate approximation is challenging in the streaming setting, due to the limited computational resources. To…

Machine Learning · Computer Science 2021-08-24 Qianxin Yi , Chenhao Wang , Kaidong Wang , Yao Wang

The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…

Numerical Analysis · Mathematics 2022-01-24 Nicolas Boullé , Alex Townsend

Deep neural networks are powerful learning models that achieve state-of-the-art performance on many computer vision, speech, and language processing tasks. In this paper, we study a fundamental question that arises when designing deep…

Machine Learning · Statistics 2017-10-24 Shiva Prasad Kasiviswanathan , Nina Narodytska , Hongxia Jin

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

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

We present a method called SketchyCoreSVD to compute the near-optimal rank r SVD of a data matrix by building random sketches only from its subsampled columns and rows. We provide theoretical guarantees under incoherence assumptions, and…

Numerical Analysis · Mathematics 2019-08-01 Chandrajit Bajaj , Yi Wang , Tianming Wang

Large tensors are frequently encountered in various fields such as computer vision, scientific simulations, sensor networks, and data mining. However, these tensors are often too large for convenient processing, transfer, or storage.…

Optimization and Control · Mathematics 2024-09-26 Zhiguang Cheng , Gaohang Yu , Xiaohao Cai , Liqun Qi
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