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Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…

Numerical Analysis · Mathematics 2024-01-19 Haoran Deng , Yang Yang , Jiahe Li , Cheng Chen , Weihao Jiang , Shiliang Pu

Portfolio allocation and risk management make use of correlation matrices and heavily rely on the choice of a proper correlation matrix to be used. In this regard, one important question is related to the choice of the proper sample period…

Risk Management · Quantitative Finance 2020-04-29 Giuseppe Brandi , Ruggero Gramatica , Tiziana Di Matteo

We describe CPMC-Lab, a Matlab program for the constrained-path and phaseless auxiliary-field Monte Carlo methods. These methods have allowed applications ranging from the study of strongly correlated models, such as the Hubbard model, to…

Strongly Correlated Electrons · Physics 2014-10-14 Huy Nguyen , Hao Shi , Jie Xu , Shiwei Zhang

Eigenvalue interlacing is a versatile technique for deriving results in algebraic combinatorics. In particular, it has been successfully used for proving a number of results about the relation between the (adjacency matrix or Laplacian)…

Combinatorics · Mathematics 2012-06-05 M. A. Fiol

The nonperturbative Hamiltonian eigenvalue problem for bound states of a quantum field theory is formulated in terms of Dirac's light-front coordinates and then approximated by the exponential-operator technique of the many-body…

High Energy Physics - Phenomenology · Physics 2015-06-11 J. R. Hiller

In recent years, low-rank tensor completion (LRTC) has received considerable attention due to its applications in image/video inpainting, hyperspectral data recovery, etc. With different notions of tensor rank (e.g., CP, Tucker, tensor…

Machine Learning · Statistics 2020-10-30 Yunfeng Cai , Ping Li

In this article we study the bivariate truncated moment problem (TMP) of degree $2k$ on the union of parallel lines. First we present an alternative proof of Fialkow's solution \cite{Fia15} to the TMP on the union of two parallel lines…

Functional Analysis · Mathematics 2022-12-06 Aljaž Zalar

We present an algorithm for decomposing a symmetric tensor, of dimension n and order d as a sum of rank-1 symmetric tensors, extending the algorithm of Sylvester devised in 1886 for binary forms. We recall the correspondence between the…

Symbolic Computation · Computer Science 2010-11-29 Jerome Brachat , Pierre Comon , Bernard Mourrain , Elias Tsigaridas

The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

This paper is concerned with the thermoelastic obstacle scattering problem in three dimensions. A uniaxial perfectly matched layer (PML) method is firstly introduced to truncate the unbounded scattering problem, leading to a truncated PML…

Analysis of PDEs · Mathematics 2026-02-06 Qianyuan Yin , Changkun Wei , Bo Zhang

Tensor robust principal component analysis (TRPCA) is a fundamental model in machine learning and computer vision. Recently, tensor train (TT) decomposition has been verified effective to capture the global low-rank correlation for tensor…

Machine Learning · Computer Science 2022-03-14 Yuning Qiu , Guoxu Zhou , Zhenhao Huang , Qibin Zhao , Shengli Xie

We present a new implementation of the hybrid antisymmetrized Coupled Channels (haCC) method in the framework of the tRecX [A. Scrinzi, Comp. Phys. Comm., 270:108146, 2022.]. The method represents atomic and molecular multi-electron…

Computational Physics · Physics 2024-05-02 Hareesh Chundayil , Vinay P. Majety , Armin Scrinzi

Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…

Numerical Analysis · Mathematics 2021-08-26 Linjian Ma , Edgar Solomonik

Locality sensitive hashing (LSH) is a fundamental algorithmic toolkit used by data scientists for approximate nearest neighbour search problems that have been used extensively in many large scale data processing applications such as near…

Machine Learning · Statistics 2025-03-04 Bhisham Dev Verma , Rameshwar Pratap

Matrix completion focuses on recovering a matrix from a small subset of its observed elements, and has already gained cumulative attention in computer vision. Many previous approaches formulate this issue as a low-rank matrix approximation…

Computer Vision and Pattern Recognition · Computer Science 2019-01-08 Shengke Xue , Wenyuan Qiu , Fan Liu , Xinyu Jin

Many exact Markov chain Monte Carlo algorithms have been developed for posterior inference in Bayesian nonparametric models which involve infinite-dimensional priors. However, these methods are not generic and special methodology must be…

Computation · Statistics 2014-05-22 Jim E. Griffin

We consider a novel algorithm, for the completion of partially observed low-rank tensors, as a generalization of matrix completion. The proposed low-rank tensor completion (TC) method builds on the conventional nuclear norm (NN)…

Machine Learning · Statistics 2026-05-06 Niclas Führling , Getuar Rexhepi , Giuseppe Thadeu Freitas de Abreu

Accurate value estimates are important for off-policy reinforcement learning. Algorithms based on temporal difference learning typically are prone to an over- or underestimation bias building up over time. In this paper, we propose a…

Machine Learning · Computer Science 2022-10-24 Nicolai Dorka , Tim Welschehold , Joschka Boedecker , Wolfram Burgard

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

We present THC: a new high-order flux-vector-splitting code for Newtonian and special-relativistic hydrodynamics designed for direct numerical simulations of turbulent flows. Our code implements a variety of different reconstruction…

Instrumentation and Methods for Astrophysics · Physics 2012-10-23 David Radice , Luciano Rezzolla
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