Related papers: PARAFAC2-based Coupled Matrix and Tensor Factoriza…

Coupled tensor decompositions (CTDs) perform data fusion by linking factors from different datasets. Although many CTDs have been already proposed, current works do not address important challenges of data fusion, where: 1) the datasets are…

Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models often fail to align these modalities effectively, limiting…

Time-evolving data sets can often be arranged as a higher-order tensor with one of the modes being the time mode. While tensor factorizations have been successfully used to capture the underlying patterns in such higher-order data sets, the…

In numerous settings, it is increasingly common to deal with longitudinal data organized as high-dimensional multi-dimensional arrays, also known as tensors. Within this framework, the time-continuous property of longitudinal data often…

In this paper, we present an overview of constrained PARAFAC models where the constraints model linear dependencies among columns of the factor matrices of the tensor decomposition, or alternatively, the pattern of interactions between…

We propose a new computational framework that combines the recently developed time-parallel (TP) and the compound wavelet matrix (CWM) methods. The framework, termed tpCWM, offers significant computational acceleration by making…

The decoupling of multivariate functions is a powerful modeling paradigm for learning multivariate input-output relations from data. For the single-layer case, established CPD-based methods are available, but the multi-layer case remained…

Tensor factorization with hard and/or soft constraints has played an important role in signal processing and data analysis. However, existing algorithms for constrained tensor factorization have two drawbacks: (i) they require…

Given an irregular dense tensor, how can we efficiently analyze it? An irregular tensor is a collection of matrices whose columns have the same size and rows have different sizes from each other. PARAFAC2 decomposition is a fundamental tool…

Learning by integrating multiple heterogeneous data sources is a common requirement in many tasks. Collective Matrix Factorization (CMF) is a technique to learn shared latent representations from arbitrary collections of matrices. It can be…

Recent advances in multimodal learning have motivated the integration of auxiliary modalities such as text or vision into time series (TS) forecasting. However, most existing methods provide limited gains, often improving performance only…

Recently, Factorization Machines (FM) has become more and more popular for recommendation systems, due to its effectiveness in finding informative interactions between features. Usually, the weights for the interactions is learnt as a low…

Federated learning (FL) offers privacy-preserving decentralized machine learning, optimizing models at edge clients without sharing private data. Simultaneously, foundation models (FMs) have gained traction in the artificial intelligence…

We introduce a Modewise Additive Factor Model (MAFM) for matrix-valued time series that captures row-specific and column-specific latent effects through an additive structure, offering greater flexibility than multiplicative frameworks such…

For most problems in science and engineering we can obtain data sets that describe the observed system from various perspectives and record the behavior of its individual components. Heterogeneous data sets can be collectively mined by data…

The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the…

In this article, a Probability Mass Function (PMF) estimation method which tames the curse of dimensionality is proposed. This method, called Partial Coupled Tensor Factorization of 3D marginals or PCTF3D, has for principle to partially…

Nonnegative matrix factorization (NMF) is a powerful tool in data exploratory analysis by discovering the hidden features and part-based patterns from high-dimensional data. NMF and its variants have been successfully applied into diverse…

We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…

Configuration-Constrained Tube Model Predictive Control (CCTMPC) offers flexibility by using a polytopic parameterization of invariant sets and the optimization of an associated vertex control law. This flexibility, however, often demands…