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Dimensionality reduction is an essential technique for multi-way large-scale data, i.e., tensor. Tensor ring (TR) decomposition has become popular due to its high representation ability and flexibility. However, the traditional TR…

Numerical Analysis · Mathematics 2024-12-20 Longhao Yuan , Chao Li , Jianting Cao , Qibin Zhao

The goals of this work are two-fold: firstly, to propose a new theoretical framework for representing random fields on a large class of multidimensional geometrical domain in the tensor train format; secondly, to develop a new algorithm…

Numerical Analysis · Mathematics 2020-05-26 Ling-Ze Bu , Wei Zhao , Wei Wang

Tensor ring (TR) decomposition has recently received increased attention due to its superior expressive performance for high-order tensors. However, the applicability of traditional TR decomposition algorithms to real-world applications is…

Machine Learning · Computer Science 2023-05-17 Yicong He , George K. Atia

This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…

Numerical Analysis · Mathematics 2018-05-25 Elvar K. Bjarkason

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

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

Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of…

Numerical Analysis · Computer Science 2016-09-30 Anh-Huy Phan , Andrzej Cichocki , Andre Uschmajew , Petr Tichavsky , George Luta , Danilo Mandic

Randomization has emerged as a powerful set of tools for large-scale matrix and tensor decompositions. Randomized algorithms involve computing sketches with random matrices. A prevalent approach is to take the random matrix as a standard…

Numerical Analysis · Mathematics 2026-04-02 Arvind K. Saibaba , Bhisham Dev Verma , Grey Ballard

We introduce the Tensorized-and-Restricted Krylov (TReK) method, a simple and efficient algorithm for estimating covariance tensors with large observational sizes. TReK extends the conjugate gradient method to incorporate range…

Computation · Statistics 2025-09-03 Ho Yun , Victor M. Panaretos

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

Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

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

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

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

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

Tensor decompositions are promising tools for big data analytics as they bring multiple modes and aspects of data to a unified framework, which allows us to discover complex internal structures and correlations of data. Unfortunately most…

Numerical Analysis · Computer Science 2014-12-30 Guoxu Zhou , Andrzej Cichocki , Shengli Xie

Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor…

Machine Learning · Computer Science 2025-11-03 Hiroki Hasegawa , Yukihiko Okada

Approximating a tensor in the tensor train (TT) format has many important applications in scientific computing. Rounding a TT tensor involves further compressing a tensor that is already in the TT format. This paper proposes new randomized…

In this paper we review basic and emerging models and associated algorithms for large-scale tensor networks, especially Tensor Train (TT) decompositions using novel mathematical and graphical representations. We discus the concept of…

Numerical Analysis · Computer Science 2014-08-25 Andrzej Cichocki

In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

Numerical Analysis · Mathematics 2020-03-20 Maolin Che , Yimin Wei , Hong Yan