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Tensor time series data appears naturally in a lot of fields, including finance and economics. As a major dimension reduction tool, similar to its factor model counterpart, the idiosyncratic components of a tensor time series factor model…

Methodology · Statistics 2022-08-09 Weilin Chen , Clifford Lam

Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute…

Numerical Analysis · Mathematics 2021-07-07 Zehan Chao , Longxiu Huang , Deanna Needell

This paper studies the rank-1 tensor completion problem for cubic tensors when there are noises for observed tensor entries. First, we propose a robust biquadratic optimization model for obtaining rank-1 completing tensors. When the…

Optimization and Control · Mathematics 2025-04-02 Jiawang Nie , Xindong Tang , Jinling Zhou

Streaming tensor factorization is a powerful tool for processing high-volume and multi-way temporal data in Internet networks, recommender systems and image/video data analysis. Existing streaming tensor factorization algorithms rely on…

Machine Learning · Statistics 2019-01-01 Cole Hawkins , Zheng Zhang

This paper introduces the functional tensor singular value decomposition (FTSVD), a novel dimension reduction framework for tensors with one functional mode and several tabular modes. The problem is motivated by high-order longitudinal data…

Methodology · Statistics 2023-10-27 Rungang Han , Pixu Shi , Anru R. Zhang

We study extensions of compressive sensing and low rank matrix recovery (matrix completion) to the recovery of low rank tensors of higher order from a small number of linear measurements. While the theoretical understanding of low rank…

Information Theory · Computer Science 2016-02-18 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

Traffic data chronically suffer from missing and corruption, leading to accuracy and utility reduction in subsequent Intelligent Transportation System (ITS) applications. Noticing the inherent low-rank property of traffic data, numerous…

Machine Learning · Computer Science 2022-09-29 Yang He , Yuheng Jia , Liyang Hu , Chengchuan An , Zhenbo Lu , Jingxin Xia

We present a novel analysis of the dynamics of tensor power iterations in the overcomplete regime where the tensor CP rank is larger than the input dimension. Finding the CP decomposition of an overcomplete tensor is NP-hard in general. We…

Machine Learning · Computer Science 2015-09-16 Anima Anandkumar , Rong Ge , Majid Janzamin

Activation functions (AFs) are an important part of the design of neural networks (NNs), and their choice plays a predominant role in the performance of a NN. In this work, we are particularly interested in the estimation of flexible…

Machine Learning · Computer Science 2021-06-28 Yassine Zniyed , Konstantin Usevich , Sebastian Miron , David Brie

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…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Joppe De Jonghe , Konstantin Usevich , Philippe Dreesen , Mariya Ishteva

A tensor is a multi-way array that can represent, in addition to a data set, the expression of a joint law or a multivariate function. As such it contains the description of the interactions between the variables corresponding to each of…

Numerical Analysis · Mathematics 2022-01-20 Alain Franc

In recent studies, the tensor ring (TR) rank has shown high effectiveness in tensor completion due to its ability of capturing the intrinsic structure within high-order tensors. A recently proposed TR rank minimization method is based on…

Computer Vision and Pattern Recognition · Computer Science 2020-05-21 Meng Ding , Ting-Zhu Huang , Xi-Le Zhao , Tian-Hui Ma

Many problems in computational neuroscience, neuroinformatics, pattern/image recognition, signal processing and machine learning generate massive amounts of multidimensional data with multiple aspects and high dimensionality. Tensors (i.e.,…

Emerging Technologies · Computer Science 2014-08-26 Andrzej Cichocki

Tensors are ubiquitous in science and engineering and tensor factorization approaches have become important tools for the characterization of higher order structure. Factorizations includes the outer-product rank Canonical Polyadic…

Machine Learning · Statistics 2023-10-05 Jesper Løve Hinrich , Morten Mørup

Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of…

Numerical Analysis · Computer Science 2016-09-30 Anh-Huy Phan , Andrzej Cichocki , Andre Uschmajew , Petr Tichavsky , George Luta , Danilo Mandic

Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a…

Methodology · Statistics 2024-02-02 Yiyao Shi , Weining Shen

Function approximation from input and output data pairs constitutes a fundamental problem in supervised learning. Deep neural networks are currently the most popular method for learning to mimic the input-output relationship of a general…

Machine Learning · Computer Science 2019-12-09 Nikos Kargas , Nicholas D. Sidiropoulos

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Methodology · Statistics 2018-04-17 Kangrui Wang , Dalia Chakrabarty

This paper presents a method to build explicit tensor-train (TT) representations. We show that a wide class of tensors can be explicitly represented with sparse TT-cores, obtaining, in many cases, optimal TT-ranks. Numerical experiments…

Numerical Analysis · Mathematics 2022-06-16 Gleb Ryzhakov , Ivan Oseledets

We consider the problem of tensor estimation from noisy observations with possibly missing entries. A nonparametric approach to tensor completion is developed based on a new model which we coin as sign representable tensors. The model…

Machine Learning · Statistics 2021-11-04 Chanwoo Lee , Miaoyan Wang