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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

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

This work proposes the extended functional tensor train (EFTT) format for compressing and working with multivariate functions on tensor product domains. Our compression algorithm combines tensorized Chebyshev interpolation with a low-rank…

Numerical Analysis · Mathematics 2024-05-30 Christoph Strössner , Bonan Sun , Daniel Kressner

The era of exascale computing opens new venues for innovations and discoveries in many scientific, engineering, and commercial fields. However, with the exaflops also come the extra-large high-dimensional data generated by high-performance…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-05 Manish Bhattarai , Gopinath Chennupati , Erik Skau , Raviteja Vangara , Hirsto Djidjev , Boian Alexandrov

We introduce compositional tensor trains (CTTs) for the approximation of multivariate functions, a class of models obtained by composing low-rank functions in the tensor-train format. This format can encode standard approximation tools,…

Numerical Analysis · Mathematics 2025-12-23 Martin Eigel , Charles Miranda , Anthony Nouy , David Sommer

We propose a framework for discrete scientific data compression based on the tensor-train (TT) decomposition. Our approach is tailored to handle unstructured output data from discrete element method (DEM) simulations, demonstrating its…

Numerical Analysis · Mathematics 2022-10-18 Saibal De , Eduardo Corona , Paramsothy Jayakumar , Shravan Veerapaneni

General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…

Numerical Analysis · Mathematics 2019-07-05 Sergey Dolgov , Karim Anaya-Izquierdo , Colin Fox , Robert Scheichl

Computing with discrete representations of high-dimensional probability distributions is fundamental to uncertainty quantification, Bayesian inference, and stochastic modeling. However, storing and manipulating such distributions suffers…

Numerical Analysis · Mathematics 2025-10-03 Gerhard Kirsten , Bilgesu Bilgin , Janith Petangoda , Phillip Stanley-Marbell

In this study, we present a tensor--train framework for nonintrusive operator inference aimed at learning discrete operators and using them to predict solutions of physical governing equations. Our framework comprises three approaches:…

Numerical Analysis · Mathematics 2025-09-11 Engin Danis , Duc Truong , Kim Ø. Rasmussen§ , Boian S. Alexandrov

The state-of-the-art deep neural networks (DNNs) have been widely applied for various real-world applications, and achieved significant performance for cognitive problems. However, the increment of DNNs' width and depth in architecture…

Machine Learning · Computer Science 2021-11-15 Xiao Peng Li , Qi Liu , Hing Cheung So

In this manuscript, we introduce a tensor-based approach to Non-Negative Tensor Factorization (NTF). The method entails tensor dimension reduction through the utilization of the Einstein product. To maintain the regularity and sparsity of…

Numerical Analysis · Mathematics 2024-06-18 Anas El Hachimi , Khalide Jbilou , Ahmed Ratnani

Tensors with unit Frobenius norm are fundamental objects in many fields, including scientific computing and quantum physics, which are able to represent normalized eigenvectors and pure quantum states. While the tensor train decomposition…

Numerical Analysis · Mathematics 2025-11-07 Renfeng Peng , Chengkai Zhu , Bin Gao , Xin Wang , Ya-xiang Yuan

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

Advanced tensor decomposition, such as Tensor train (TT) and Tensor ring (TR), has been widely studied for deep neural network (DNN) model compression, especially for recurrent neural networks (RNNs). However, compressing convolutional…

Computer Vision and Pattern Recognition · Computer Science 2021-07-28 Miao Yin , Yang Sui , Siyu Liao , Bo Yuan

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

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

We propose a deep importance sampling method that is suitable for estimating rare event probabilities in high-dimensional problems. We approximate the optimal importance distribution in a general importance sampling problem as the…

Machine Learning · Statistics 2023-05-26 Tiangang Cui , Sergey Dolgov , Robert Scheichl

Discrete tensor train decomposition is widely employed to mitigate the curse of dimensionality in solving high-dimensional PDEs through traditional methods. However, the direct application of the tensor train method typically requires…

Numerical Analysis · Mathematics 2025-10-16 Yani Feng , Michael K. Ng , Kejun Tang , Zhiwen Zhang

Transport maps have become a popular mechanic to express complicated probability densities using sample propagation through an optimized push-forward. Beside their broad applicability and well-known success, transport maps suffer from…

Numerical Analysis · Mathematics 2020-08-11 Martin Eigel , Robert Gruhlke , Manuel Marschall

Recurrent Neural Network (RNN) are a popular choice for modeling temporal and sequential tasks and achieve many state-of-the-art performance on various complex problems. However, most of the state-of-the-art RNNs have millions of parameters…

Machine Learning · Computer Science 2017-10-31 Andros Tjandra , Sakriani Sakti , Satoshi Nakamura
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