Related papers: Dimension-free Bounds for Covariance Estimation wi…

Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…

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…

This work proposes an efficient numerical approach for compressing a high-dimensional discrete distribution function into a non-negative tensor train (NTT) format. The two settings we consider are variational inference and density…

In pattern classification, polynomial classifiers are well-studied methods as they are capable of generating complex decision surfaces. Unfortunately, the use of multivariate polynomials is limited to kernels as in support vector machines,…

In this paper, we extend the analysis of random Kronecker graphs to multi-dimensional networks represented as tensors, enabling a more detailed and nuanced understanding of complex network structures. We decompose the adjacency tensor of…

High-dimensional partial differential equations (PDEs) are ubiquitous in economics, science and engineering. However, their numerical treatment poses formidable challenges since traditional grid-based methods tend to be frustrated by the…

Hypergraphs and tensors extend classic graph and matrix theory to account for multiway relationships, which are ubiquitous in engineering, biological, and social systems. While the Kronecker product is a potent tool for analyzing the…

We derive a Kronecker product approximation for the micromagnetic long range interactions in a collocation framework by means of separable sinc quadrature. Evaluation of this operator for structured tensors (Canonical format, Tucker format,…

Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…

We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data…

We study the matrix-variate regression problem $Y_i = \sum_{k} \beta_{1k} X_i \beta_{2k}^{\top} + E_i$ for $i=1,2\dots,n$ in the high dimensional regime wherein the response $Y_i$ are matrices whose dimensions $p_{1}\times p_{2}$ outgrow…

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…

We present a framework using the Quantized Tensor Train (QTT) decomposition to accurately and efficiently solve volume and boundary integral equations in three dimensions. We describe how the QTT decomposition can be used as a hierarchical…

Optimizing tensor networks with standard first-order methods often leads to slow convergence and entrapment in local minima. Although second-order optimization offers enhanced robustness, explicitly constructing the full Hessian matrix is…

Large-scale neuroimaging studies have been collecting brain images of study individuals, which take the form of two-dimensional, three-dimensional, or higher dimensional arrays, also known as tensors. Addressing scientific questions arising…

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Attempts of studying implicit regularization associated to gradient descent (GD) have identified matrix completion as a suitable test-bed. Late findings suggest that this phenomenon cannot be phrased as a minimization-norm problem, implying…

For a nonlinear dynamical system that depends on parameters, the paper introduces a novel tensorial reduced-order model (TROM). The reduced model is projection-based, and for systems with no parameters involved, it resembles proper…

This paper studies a general framework for high-order tensor SVD. We propose a new computationally efficient algorithm, tensor-train orthogonal iteration (TTOI), that aims to estimate the low tensor-train rank structure from the noisy…

Tensor, a multi-dimensional data structure, has been exploited recently in the machine learning community. Traditional machine learning approaches are vector- or matrix-based, and cannot handle tensorial data directly. In this paper, we…