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Tensor factorization is a powerful tool to analyse multi-way data. Compared with traditional multi-linear methods, nonlinear tensor factorization models are capable of capturing more complex relationships in the data. However, they are…

Machine Learning · Computer Science 2016-05-24 Shandian Zhe , Kai Zhang , Pengyuan Wang , Kuang-chih Lee , Zenglin Xu , Yuan Qi , Zoubin Ghahramani

In this era of big data, data analytics and machine learning, it is imperative to find ways to compress large data sets such that intrinsic features necessary for subsequent analysis are not lost. The traditional workhorse for data…

Numerical Analysis · Mathematics 2020-01-03 Misha Kilmer , Lior Horesh , Haim Avron , Elizabeth Newman

Compressed sensing is a novel technique where one can recover sparse signals from the undersampled measurements. In this correspondence, a $K \times N$ measurement matrix for compressed sensing is deterministically constructed via additive…

Information Theory · Computer Science 2010-10-04 Nam Yul Yu

Recently, D. Wang has devised a new contour integral based method to simplify certain matrix integrals. Capitalizing on that approach, we derive a new expression for the probability density function (p.d.f.) of the joint eigenvalues of a…

Statistics Theory · Mathematics 2013-06-28 Prathapasinghe Dharmawansa

Tensor networks are used to efficiently approximate states of strongly-correlated quantum many-body systems. More generally, tensor network approximations may allow to reduce the costs for operating on an order-$N$ tensor from exponential…

Strongly Correlated Electrons · Physics 2022-05-31 Hao Chen , Thomas Barthel

We study how to estimate a nearly low-rank Toeplitz covariance matrix $T$ from compressed measurements. Recent work of Qiao and Pal addresses this problem by combining sparse rulers (sparse linear arrays) with frequency finding (sparse…

Data Structures and Algorithms · Computer Science 2019-11-20 Hannah Lawrence , Jerry Li , Cameron Musco , Christopher Musco

In commuting parametric quantum circuits, the Fourier series of the pairwise fidelity can be expressed as the characteristic function of random variables. Furthermore, expressiveness can be cast as the recurrence probability of a random…

Quantum Physics · Physics 2026-03-27 Richard Yu , Jorge Ramirez , Elaine Wong

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…

Mathematical Physics · Physics 2021-11-04 Boris A. Khoruzhenko , Serhii Lysychkin

We study the problem of estimating the best B term Fourier representation for a given frequency-sparse signal (i.e., vector) $\textbf{A}$ of length $N \gg B$. More explicitly, we investigate how to deterministically identify B of the…

Discrete Mathematics · Computer Science 2007-08-10 M. A. Iwen

We study polynomial optimization problems whose objective has a composition or tensor train structure. These polynomials can be evaluated as a sequence of maps, giving rise to intermediate variables (``states'') of dimension lower than the…

Optimization and Control · Mathematics 2026-04-21 Llorenç Balada Gaggioli , Didier Henrion , Milan Korda

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

Inference time, model size, and accuracy are three key factors in deep model compression. Most of the existing work addresses these three key factors separately as it is difficult to optimize them all at the same time. For example, low-bit…

Computer Vision and Pattern Recognition · Computer Science 2023-07-18 Dan Liu , Xi Chen , Jie Fu , Chen Ma , Xue Liu

Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

Probability · Mathematics 2020-11-05 Yacine Barhoumi-Andréani

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

This paper studies the principal component (PC) method-based estimation of weak factor models with sparse loadings. We uncover an intrinsic near-sparsity preservation property for the PC estimators of loadings, which comes from the…

Econometrics · Economics 2024-11-08 Jie Wei , Yonghui Zhang

We describe a simple, black-box compression format for tensors with a multiscale structure. By representing the tensor as a sum of compressed tensors defined on increasingly coarse grids, we capture low-rank structures on each grid-scale,…

Numerical Analysis · Mathematics 2020-08-18 Oscar Mickelin , Sertac Karaman

We consider an approximate computation of several minimal eigenpairs of large Hermitian matrices which come from high--dimensional problems. We use the tensor train format (TT) for vectors and matrices to overcome the curse of…

Numerical Analysis · Mathematics 2014-03-05 Sergey V. Dolgov , Boris N. Khoromskij , Ivan V. Oseledets , Dmitry V. Savostyanov

Verifying the input-output relationships of a neural network so as to achieve some desired performance specification is a difficult, yet important, problem due to the growing ubiquity of neural nets in many engineering applications. We use…

Machine Learning · Computer Science 2022-12-06 Joshua Pilipovsky , Vignesh Sivaramakrishnan , Meeko M. K. Oishi , Panagiotis Tsiotras

We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…

Optimization and Control · Mathematics 2022-11-23 Quentin Jacquet , Riadh Zorgati

Low-rankness is important in the hyperspectral image (HSI) denoising tasks. The tensor nuclear norm (TNN), defined based on the tensor singular value decomposition, is a state-of-the-art method to describe the low-rankness of HSI. However,…

Image and Video Processing · Electrical Eng. & Systems 2022-06-22 Xiaozhen Xie , Sheng Liu