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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

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

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

This work considers the problem of estimating the parameters of negative mixture models, i.e. mixture models that possibly involve negative weights. The contributions of this paper are as follows. (i) We show that every rational probability…

Machine Learning · Computer Science 2014-09-22 Guillaume Rabusseau , François Denis

We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…

Methodology · Statistics 2016-02-09 Oscar Hernan Madrid Padilla , James G. Scott

In order to develop reliable services using machine learning, it is important to understand the uncertainty of the model outputs. Often the probability distribution that the prediction target follows has a complex shape, and a mixture…

Machine Learning · Computer Science 2021-05-11 Ryuichi Kanoh , Tomu Yanabe

Tensor networks (TNs) enable compact representations of large tensors through shared parameters. Their use in probabilistic modeling is particularly appealing, as probabilistic tensor networks (PTNs) allow for tractable computation of…

Machine Learning · Computer Science 2025-10-02 Marawan Gamal Abdel Hameed , Guillaume Rabusseau

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

Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be…

Machine Learning · Statistics 2022-10-19 Magda Amiridi , Nikos Kargas , Nicholas D. Sidiropoulos

We propose a linear algebraic framework for performing density estimation. It consists of three simple steps: convolving the empirical distribution with certain smoothing kernels to remove the exponentially large variance; compressing the…

Numerical Analysis · Mathematics 2025-10-29 Yifan Peng , Siyao Yang , Yuehaw Khoo , Daren Wang

Tensor networks provide a powerful framework for compressing multi-dimensional data. The optimal tensor network structure for a given data tensor depends on both data characteristics and specific optimality criteria, making tensor network…

Computational Engineering, Finance, and Science · Computer Science 2026-03-23 Zheng Guo , Aditya Deshpande , Brian Kiedrowski , Xinyu Wang , Alex Gorodetsky

Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…

Numerical Analysis · Mathematics 2023-03-30 Yajie Yu , Hanyu Li , Jingchun Zhou

Learning generative probabilistic models is a core problem in machine learning, which presents significant challenges due to the curse of dimensionality. This paper proposes a joint dimensionality reduction and non-parametric density…

Machine Learning · Statistics 2022-06-22 Magda Amiridi , Nikos Kargas , Nicholas D. Sidiropoulos

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

In this paper, we describe a method for estimating the joint probability density from data samples by assuming that the underlying distribution can be decomposed as a mixture of product densities with few mixture components. Prior works…

Machine Learning · Statistics 2023-04-19 Pranava Singhal , Waqar Mirza , Ajit Rajwade , Karthik S. Gurumoorthy

This work addresses the problem of learning sparse representations of tensor data using structured dictionary learning. It proposes learning a mixture of separable dictionaries to better capture the structure of tensor data by generalizing…

Machine Learning · Computer Science 2020-06-16 Mohsen Ghassemi , Zahra Shakeri , Anand D. Sarwate , Waheed U. Bajwa

By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…

Statistics Theory · Mathematics 2016-08-16 François Roueff , Tobias Rydén

Modern scientific studies often collect data sets in the forms of tensors, which call for innovative statistical analysis methods. In particular, there is a pressing need for tensor clustering methods to understand the heterogeneity in the…

Methodology · Statistics 2021-04-27 Qing Mai , Xin Zhang , Yuqing Pan , Kai Deng

We propose a new model for multi-token prediction in transformers, aiming to enhance sampling efficiency without compromising accuracy. Motivated by recent work that predicts the probabilities of subsequent tokens using multiple heads, we…

Machine Learning · Computer Science 2025-02-11 Artem Basharin , Andrei Chertkov , Ivan Oseledets

We study the problem of learning mixtures of linear dynamical systems (MLDS) from input-output data. The mixture setting allows us to leverage observations from related dynamical systems to improve the estimation of individual models.…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Maryann Rui , Munther Dahleh
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