English
Related papers

Related papers: Generative Modeling via Hierarchical Tensor Sketch…

200 papers

We propose a covariate-dependent discrete graphical model for capturing dynamic networks among discrete random variables, allowing the dependence structure among vertices to vary with covariates. This discrete dynamic network encompasses…

Methodology · Statistics 2025-11-19 Lyndsay Roach , Qiong Li , Nanwei Wang , Xin Gao

In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…

Numerical Analysis · Mathematics 2025-02-11 Maolin Che , Yimin Wei , Hong Yan

We propose a deep importance sampling method that is suitable for estimating rare event probabilities in high-dimensional problems. We approximate the optimal importance distribution in a general importance sampling problem as the…

Machine Learning · Statistics 2023-05-26 Tiangang Cui , Sergey Dolgov , Robert Scheichl

This work discusses tensor network embeddings, which are random matrices ($S$) with tensor network structure. These embeddings have been used to perform dimensionality reduction of tensor network structured inputs $x$ and accelerate…

Numerical Analysis · Mathematics 2022-05-27 Linjian Ma , Edgar Solomonik

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples…

Numerical Analysis · Mathematics 2025-12-12 Yian Chen , Yuehaw Khoo , Ziang Yu

Hierarchical clustering is an effective, interpretable method for analyzing structure in data. It reveals insights at multiple scales without requiring a predefined number of clusters and captures nested patterns and subtle relationships,…

Big data analysis has become a crucial part of new emerging technologies such as the internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among many other techniques, dimensionality reduction plays a key role…

Herding is a technique to sequentially generate deterministic samples from a probability distribution. In this work, we propose a continuous herded Gibbs sampler that combines kernel herding on continuous densities with the Gibbs sampling…

Machine Learning · Statistics 2022-01-14 Laura M. Wolf , Marcus Baum

We introduce Density sketches (DS): a succinct online summary of the data distribution. DS can accurately estimate point wise probability density. Interestingly, DS also provides a capability to sample unseen novel data from the underlying…

Data Structures and Algorithms · Computer Science 2021-02-25 Aditya Desai , Benjamin Coleman , Anshumali Shrivastava

In this work, we study distributed sketching methods for large scale regression problems. We leverage multiple randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-23 Burak Bartan , Mert Pilanci

A generative modeling framework is proposed that combines diffusion models and manifold learning to efficiently sample data densities on manifolds. The approach utilizes Diffusion Maps to uncover possible low-dimensional underlying (latent)…

Machine Learning · Computer Science 2025-04-22 Dimitris G. Giovanis , Ellis Crabtree , Roger G. Ghanem , Ioannis G. Kevrekidis

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…

Information Theory · Computer Science 2013-11-01 Zemin Zhang , Gregory Ely , Shuchin Aeron , Ning Hao , Misha Kilmer

Efficient and fast computation of a tensor singular value decomposition (t-SVD) with a few passes over the underlying data tensor is crucial because of its many potential applications. The current/existing subspace randomized algorithms…

Numerical Analysis · Mathematics 2025-02-10 Salman Ahmadi-Asl , Anh-Huy Phan , Andrzej Cichocki

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are…

Machine Learning · Statistics 2023-03-29 Minwoo Chae , Dongha Kim , Yongdai Kim , Lizhen Lin

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

Machine Learning · Computer Science 2020-06-11 Siavash A. Bigdeli , Geng Lin , Tiziano Portenier , L. Andrea Dunbar , Matthias Zwicker

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Numerical Analysis · Mathematics 2017-07-26 Kim Batselier , Wenjian Yu , Luca Daniel , Ngai Wong

Tensor network methods provide a scalable solution to represent high-dimensional data. However, their efficacy is often limited by static, expert-defined structures that fail to adapt to evolving data correlations. We address this…

Computational Engineering, Finance, and Science · Computer Science 2026-03-31 Zheng Guo , Aditya Deshpande , Xinyu Wang , Brian C. Kiedrowski , Alex A. Gorodetsky

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets