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Tensor structured Markov chains are part of stochastic models of many practical applications, e.g., in the description of complex production or telephone networks. The most interesting question in Markov chain models is the determination of…

Numerical Analysis · Mathematics 2015-05-08 Matthias Bolten , Karsten Kahl , Sonja Sokolović

In this article two new algorithms are presented that convert a given data tensor train into either a Tucker decomposition with orthogonal matrix factors or a multi-scale entanglement renormalization ansatz (MERA). The Tucker core tensor is…

Numerical Analysis · Mathematics 2019-12-23 Kim Batselier , Andrzej Cichocki , Ngai Wong

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

We consider a problem of covariance estimation from a sample of i.i.d. high-dimensional random vectors. To avoid the curse of dimensionality, we impose an additional assumption on the structure of the covariance matrix $\Sigma$. To be more…

Statistics Theory · Mathematics 2026-02-11 Artsiom Patarusau , Nikita Puchkin , Maxim Rakhuba , Fedor Noskov

This work is concerned with tree tensor network operators (TTNOs) for representing quantum Hamiltonians. We first establish a mathematical framework connecting tree topologies with state diagrams. Based on these, we devise an algorithm for…

Quantum Physics · Physics 2024-07-09 Richard M. Milbradt , Qunsheng Huang , Christian B. Mendl

We analyze the problem of high-order polynomial approximation from a many-body physics perspective, and demonstrate the descriptive power of entanglement entropy in capturing model capacity and task complexity. Instantiated with a…

Quantum Physics · Physics 2022-04-19 Tong Yang

Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor…

Machine Learning · Computer Science 2025-11-03 Hiroki Hasegawa , Yukihiko Okada

This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Madeline Navarro , Sergio Rozada , Antonio G. Marques , Santiago Segarra

In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…

Optimization and Control · Mathematics 2025-09-16 Frederik Kelbel , Sergey Dolgov , Dante Kalise , Alessandra Russo

Many problems in operations research require that constraints be specified in the model. Determining the right constraints is a hard and laborsome task. We propose an approach to automate this process using artificial intelligence and…

Artificial Intelligence · Computer Science 2018-05-30 Mohit Kumar , Stefano Teso , Luc De Raedt

Stochastic compositional optimization (SCO) has attracted considerable attention because of its broad applicability to important real-world problems. However, existing works on SCO assume that the projection within a solution update is…

Optimization and Control · Mathematics 2025-05-27 Shuoguang Yang , Wei You , Zhe Zhang , Ethan X. Fang

The tensor train decomposition decomposes a tensor into a "train" of 3-way tensors that are interconnected through the summation of auxiliary indices. The decomposition is stable, has a well-defined notion of rank and enables the user to…

Numerical Analysis · Computer Science 2018-11-12 Kim Batselier

We consider both the dynamics within and towards the supercycle attractors along the period-doubling route to chaos to analyze the development of a statistical-mechanical structure. In this structure the partition function consists of the…

Chaotic Dynamics · Physics 2015-06-19 Alvaro Diaz-Ruelas , Alberto Robledo

This paper proposes a real moment-HSOS hierarchy for complex polynomial optimization problems with real coefficients. We show that this hierarchy provides the same sequence of lower bounds as the complex analogue, yet is much cheaper to…

Optimization and Control · Mathematics 2024-02-27 Jie Wang , Victor Magron

This work studies the problem of high-dimensional data (referred to as tensors) completion from partially observed samplings. We consider that a tensor is a superposition of multiple low-rank components. In particular, each component can be…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Chang Nie , Huan Wang , Zhihui Lai

The stochastic finite volume method offers an efficient one-pass approach for assessing uncertainty in hyperbolic conservation laws. Still, it struggles with the curse of dimensionality when dealing with multiple stochastic variables. We…

Numerical Analysis · Mathematics 2024-04-11 Steven Walton , Svetlana Tokareva , Gianmarco Manzini

Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to $n^{\lfloor p/2 \rfloor}$ for a $p$-th order tensor in…

Data Structures and Algorithms · Computer Science 2015-04-23 Rong Ge , Tengyu Ma

In this paper, we develop a dynamical system counterpart to the term sparsity sum-of-squares (TSSOS) algorithm proposed for static polynomial optimization. This allows for computational savings and improved scalability while preserving…

Optimization and Control · Mathematics 2023-10-10 Jie Wang , Corbinian Schlosser , Milan Korda , Victor Magron

Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods…

Numerical Analysis · Mathematics 2019-02-26 Patrick Gelß , Stefan Klus , Sebastian Matera , Christof Schütte

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang
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