Related papers: Tensor-based multivariate function approximation: …
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…
Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…
In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…
This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…
When designing new materials, it is often necessary to tailor the material design (with respect to its design parameters) to have some desired properties (e.g. Young's modulus). As the set of design parameters grow, the search space grows…
Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…
The power of multivariate functions is their ability to model a wide variety of phenomena, but have the disadvantages that they lack an intuitive or interpretable representation, and often require a (very) large number of parameters. We…
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…
During the last years, low-rank tensor approximation has been established as a new tool in scientific computing to address large-scale linear and multilinear algebra problems, which would be intractable by classical techniques. This survey…
This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples. Our method takes advantage of the property that continuous functions can be approximated by polynomials, which in turn are representable…
In this work, we describe advanced numerical tools for working with multivariate functions and for the analysis of large data sets. These tools will drastically reduce the required computing time and the storage cost, and, therefore, will…
In pursuit of reinforcement learning systems that could train in physical environments, we investigate multi-task approaches as a means to alleviate the need for massive data acquisition. In a tabular scenario where the Q-functions are…
Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…
This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…
We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of an efficient…
We study the approximation by tensor networks (TNs) of functions from classical smoothness classes. The considered approximation tool combines a tensorization of functions in $L^p([0,1))$, which allows to identify a univariate function with…
We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…
Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…
Multivariate functions emerge naturally in a wide variety of data-driven models. Popular choices are expressions in the form of basis expansions or neural networks. While highly effective, the resulting functions tend to be hard to…
In this work, we propose new matrix- and tensor-based methodologies for estimating multivariate intensity functions of inhomogeneous point processes. By viewing multivariate intensity functions as infinite-dimensional matrices or tensors…