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In intelligent transportation systems, traffic data imputation, estimating the missing value from partially observed data is an inevitable and challenging task. Previous studies have not fully considered traffic data's multidimensionality…

Machine Learning · Statistics 2023-11-01 Wenwu Gong , Zhejun Huang , Lili Yang

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…

Mathematical Software · Computer Science 2020-08-12 Jed A. Duersch , Ming Gu

Bayesian inference in high-dimensional discrete-input additive noise models is a fundamental challenge in communication systems, as the support of the required joint a posteriori probability (APP) mass function grows exponentially with the…

Information Theory · Computer Science 2026-04-08 Luca Schmid , Dominik Sulz , Shrinivas Chimmalgi , Laurent Schmalen

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

This paper considers the completion problem for a tensor (also referred to as a multidimensional array) from limited sampling. Our greedy method is based on extending the low-rank approximation pursuit (LRAP) method for matrix completions…

Numerical Analysis · Mathematics 2020-04-21 An-Bao Xu

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Optimization and Control · Mathematics 2022-07-18 Xianpeng Mao , Yuning Yang

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

Two widely used randomized algorithms are the sketch-and-solve method for least-squares regression and the randomized SVD for low-rank approximation. These algorithms apply a random embedding to compress a target matrix, and they perform…

Numerical Analysis · Mathematics 2026-05-20 Ethan N. Epperly , Robert J. Webber

The tensor Singular Value Decomposition (t-SVD) for third order tensors that was proposed by Kilmer and Martin~\cite{2011kilmer} has been applied successfully in many fields, such as computed tomography, facial recognition, and video…

Numerical Analysis · Mathematics 2016-09-23 Jiani Zhang , Arvind K. Saibaba , Misha Kilmer , Shuchin Aeron

Tensor completion can estimate missing values of a high-order data from its partially observed entries. Recent works show that low rank tensor ring approximation is one of the most powerful tools to solve tensor completion problem. However,…

Numerical Analysis · Mathematics 2021-01-03 Abdul Ahad , Zhen Long , Ce Zhu , Yipeng Liu

We consider sequential state and parameter learning in state-space models with intractable state transition and observation processes. By exploiting low-rank tensor train (TT) decompositions, we propose new sequential learning methods for…

Numerical Analysis · Mathematics 2024-07-04 Yiran Zhao , Tiangang Cui

We propose a constructive algorithm that decomposes an arbitrary real tensor into a finite sum of orthonormal rank-1 outer products. The algorithm, named TTr1SVD, works by converting the tensor into a tensor-train rank-1 (TTr1) series via…

Numerical Analysis · Mathematics 2015-06-26 Kim Batselier , Haotian Liu , Ngai Wong

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

One of the main issues in computing a tensor decomposition is how to choose the number of rank-one components, since there is no finite algorithms for determining the rank of a tensor. A commonly used approach for this purpose is to find a…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Claudio Turchetti

Aiming to provide a faster and convenient truncated SVD algorithm for large sparse matrices from real applications (i.e. for computing a few of largest singular values and the corresponding singular vectors), a dynamically shifted power…

Mathematical Software · Computer Science 2024-04-16 Xu Feng , Wenjian Yu , Yuyang Xie , Jie Tang

The randomized singular value decomposition (SVD) has become a popular approach to computing cheap, yet accurate, low-rank approximations to matrices due to its efficiency and strong theoretical guarantees. Recent work by Boull\'e and…

Numerical Analysis · Mathematics 2024-12-10 David Persson , Nicolas Boullé , Daniel Kressner

We present the first deterministic, finite-step algorithm for exact tensor ring (TR) decomposition, addressing an open question about the existence of such procedures. Our method leverages blockwise simultaneous diagonalization to recover…

Numerical Analysis · Mathematics 2025-12-02 Han Chen , Sitan Chen , Anru R. Zhang

Learning neural fields has been an active topic in deep learning research, focusing, among other issues, on finding more compact and easy-to-fit representations. In this paper, we introduce a novel low-rank representation termed Tensor…

Machine Learning · Computer Science 2022-10-03 Anton Obukhov , Mikhail Usvyatsov , Christos Sakaridis , Konrad Schindler , Luc Van Gool

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong
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