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This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

A tensor network is a diagram that specifies a way to "multiply" a collection of tensors together to produce another tensor (or matrix). Many existing algorithms for tensor problems (such as tensor decomposition and tensor PCA), although…

Data Structures and Algorithms · Computer Science 2018-11-05 Ankur Moitra , Alexander S. Wein

Tensor decomposition is an effective approach to compress over-parameterized neural networks and to enable their deployment on resource-constrained hardware platforms. However, directly applying tensor compression in the training process is…

Machine Learning · Computer Science 2019-05-28 Cole Hawkins , Zheng Zhang

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

We propose RTSMS (Randomized Tucker via Single-Mode-Sketching), a randomized algorithm for approximately computing a low-rank Tucker decomposition of a given tensor. It uses sketching and least-squares to compute the Tucker decomposition in…

Numerical Analysis · Mathematics 2023-11-28 Behnam Hashemi , Yuji Nakatsukasa

The paper surveys the topic of tensor decompositions in modern machine learning applications. It focuses on three active research topics of significant relevance for the community. After a brief review of consolidated works on multi-way…

Machine Learning · Computer Science 2020-02-28 Davide Bacciu , Danilo P. Mandic

The problem of partitioning a large and sparse tensor is considered, where the tensor consists of a sequence of adjacency matrices. Theory is developed that is a generalization of spectral graph partitioning. A best rank-$(2,2,\lambda)$…

Numerical Analysis · Mathematics 2020-12-17 Lars Eldén , Maryam Dehghan

This paper presents a practical and scalable grid-based state estimation method for high-dimensional models with invertible linear dynamics and with highly non-linear measurements, such as the nearly constant velocity model with…

Signal Processing · Electrical Eng. & Systems 2026-01-13 J. Matoušek , J. Krejčí , J. Duník , R. Zanetti

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…

Machine Learning · Statistics 2013-12-18 Nikolaos M. Freris , Orhan Öçal , Martin Vetterli

We study the best low-rank Tucker decomposition of symmetric tensors. The motivating application is decomposing higher-order multivariate moments. Moment tensors have special structure and are important to various data science problems. We…

Numerical Analysis · Mathematics 2023-06-13 Ruhui Jin , Joe Kileel , Tamara G. Kolda , Rachel Ward

Magnetic resonance imaging (MRI) nowadays serves as an important modality for diagnostic and therapeutic guidance in clinics. However, the {\it slow acquisition} process, the dynamic deformation of organs, as well as the need for {\it…

Machine Learning · Computer Science 2016-09-15 Morteza Mardani , Georgios B. Giannakis , Kamil Ugurbil

Efficient and accurate low-rank approximation (LRA) methods are of great significance for large-scale data analysis. Randomized tensor decompositions have emerged as powerful tools to meet this need, but most existing methods perform poorly…

Machine Learning · Computer Science 2022-11-29 Yichun Qiu , Weijun Sun , Guoxu Zhou , Qibin Zhao

This work introduces a tensor-based method to perform supervised classification on spatiotemporal data processed in an echo state network. Typically when performing supervised classification tasks on data processed in an echo state network,…

Machine Learning · Computer Science 2017-08-25 Ashley Prater

Despite the success of existing tensor factorization methods, most of them conduct a multilinear decomposition, and rarely exploit powerful modeling frameworks, like deep neural networks, to capture a variety of complicated interactions in…

Machine Learning · Computer Science 2020-07-16 Shikai Fang , Zheng Wang , Zhimeng Pan , Ji Liu , Shandian Zhe

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost…

Numerical Analysis · Computer Science 2017-08-31 A. Cichocki , A-H. Phan , Q. Zhao , N. Lee , I. V. Oseledets , M. Sugiyama , D. Mandic

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a…

Statistics Theory · Mathematics 2026-01-05 Sijia Xia , Michael K. Ng , Xiongjun Zhang

The Recurrent Neural Networks and their variants have shown promising performances in sequence modeling tasks such as Natural Language Processing. These models, however, turn out to be impractical and difficult to train when exposed to very…

Computer Vision and Pattern Recognition · Computer Science 2017-07-07 Yinchong Yang , Denis Krompass , Volker Tresp

A tensor network is a type of decomposition used to express and approximate large arrays of data. A given data-set, quantum state or higher dimensional multi-linear map is factored and approximated by a composition of smaller multi-linear…

Quantum Physics · Physics 2022-07-08 Richik Sengupta , Soumik Adhikary , Ivan Oseledets , Jacob Biamonte

We study the tensor robust principal component analysis (TRPCA) problem, a tensorial extension of matrix robust principal component analysis (RPCA), that aims to split the given tensor into an underlying low-rank component and a sparse…

Numerical Analysis · Mathematics 2024-01-30 HanQin Cai , Zehan Chao , Longxiu Huang , Deanna Needell
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