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This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…

Machine Learning · Computer Science 2014-11-17 Anima Anandkumar , Rong Ge , Daniel Hsu , Sham M. Kakade , Matus Telgarsky

This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

Numerical Analysis · Mathematics 2025-09-15 Gianmarco Manzini , Tommaso Sorgente

We consider the problem of low-rank approximation of massive dense non-negative tensor data, for example to discover latent patterns in video and imaging applications. As the size of data sets grows, single workstations are hitting…

Numerical Analysis · Mathematics 2019-09-04 Srinivas Eswar , Koby Hayashi , Grey Ballard , Ramakrishnan Kannan , Michael A. Matheson , Haesun Park

In this manuscript, we introduce the tensor-train reduced basis method, a novel projection-based reduced-order model designed for the efficient solution of parameterized partial differential equations. While reduced-order models are widely…

Numerical Analysis · Mathematics 2025-05-06 Nicholas Mueller , Yiran Zhao , Santiago Badia , Tiangang Cui

Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT)…

Numerical Analysis · Mathematics 2021-08-11 Feliks Nüske , Patrick Gelß , Stefan Klus , Cecilia Clementi

Tensor network (TN) methods are well established for computing partition functions in statistical mechanics, though this use has traditionally been limited to lattice models. We extend the scope of TN methodology to interacting particle…

Statistical Mechanics · Physics 2026-04-29 Gunhee Park , Tomislav Begušić , Si-Jing Du , Johnnie Gray , Garnet Kin-Lic Chan

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

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…

Statistical Mechanics · Physics 2024-08-15 Luke Causer , Grant M. Rotskoff , Juan P. Garrahan

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

Tensor networks are a class of algorithms aimed at reducing the computational complexity of high-dimensional problems. They are used in an increasing number of applications, from quantum simulations to machine learning. Exploiting data…

Numerical Analysis · Mathematics 2024-10-25 Melven Röhrig-Zöllner , Manuel Joey Becklas , Jonas Thies , Achim Basermann

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate…

Computational Engineering, Finance, and Science · Computer Science 2015-08-24 Cosmin Safta , Richard L. -Y. Chen , Habib N. Najm , Ali Pinar , Jean-Paul Watson

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost…

Numerical Analysis · Computer Science 2017-08-31 A. Cichocki , A-H. Phan , Q. Zhao , N. Lee , I. V. Oseledets , M. Sugiyama , D. Mandic

We solve high-dimensional steady-state Fokker-Planck equations on the whole space by applying tensor neural networks. The tensor networks are a linear combination of tensor products of one-dimensional feedforward networks or a linear…

Numerical Analysis · Mathematics 2024-11-04 Taorui Wang , Zheyuan Hu , Kenji Kawaguchi , Zhongqiang Zhang , George Em Karniadakis

Low-rank tensor models are widely used in statistics. However, most existing methods rely heavily on the assumption that data follows a sub-Gaussian distribution. To address the challenges associated with heavy-tailed distributions…

Methodology · Statistics 2025-09-16 Xiaoyu Zhang , Di Wang , Guodong Li , Defeng Sun

The possibility of using the Eulerian discretization for the problem of modelling high-dimensional distributions and sampling, is studied. The problem is posed as a minimization problem over the space of probability measures with respect to…

Numerical Analysis · Mathematics 2024-11-20 Vitalii Aksenov , Martin Eigel

This paper presents a tensor-recovery method to solve probabilistic power flow problems. Our approach generates a high-dimensional and sparse generalized polynomial-chaos expansion that provides useful statistical information. The result…

Computational Engineering, Finance, and Science · Computer Science 2015-08-12 Zheng Zhang , Hung Dinh Nguyen , Konstantin Turitsyn , Luca Daniel

This paper proposes a probabilistic neural network developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of…

Machine Learning · Computer Science 2019-11-15 Hideaki Hayashi , Taro Shibanoki , Keisuke Shima , Yuichi Kurita , Toshio Tsuji

Tensor networks, particularly the tensor train (TT) format, have emerged as powerful tools for high-dimensional computations in physics and computer science. In solving coupled differential equations, such as those arising from stochastic…

Computational Physics · Physics 2025-09-08 Kayo Kinjo , Rihito Sakurai , Tatsuya Kishimoto , Jun Ohkubo

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman