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We consider the solution of linear systems with tensor product structure using a GMRES algorithm. In order to cope with the computational complexity in large dimension both in terms of floating point operations and memory requirement, our…
Tensors with unit Frobenius norm are fundamental objects in many fields, including scientific computing and quantum physics, which are able to represent normalized eigenvectors and pure quantum states. While the tensor train decomposition…
Tensor train (TT) decomposition represents an $N$-order tensor using $O(N)$ matrices (i.e., factors) of small dimensions, achieved through products among these factors. Due to its compact representation, TT decomposition has found wide…
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…
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…
In this work, we perform Bayesian inference tasks for the chemical master equation in the tensor-train format. The tensor-train approximation has been proven to be very efficient in representing high dimensional data arising from the…
Tensor networks serve as a powerful tool for efficiently representing and manipulating high-dimensional data in applications such as quantum physics, machine learning, and data compression. Tensor Decision Diagrams (TDDs) offer an efficient…
General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…
An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality…
We develop new approximation algorithms and data structures for representing and computing with multivariate functions using the functional tensor-train (FT), a continuous extension of the tensor-train (TT) decomposition. The FT represents…
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…
In this paper, we explore the role of tensor algebra in balanced truncation (BT) based model reduction/identification for high-dimensional multilinear/linear time invariant systems. In particular, we employ tensor train decomposition (TTD),…
Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost…
Various tensor decomposition methods have been proposed for data compression. In real world applications of the tensor decomposition, selecting the tensor shape for the given data poses a challenge and the shape of the tensor may affect the…
Matrix Product States (MPS), also known as Tensor Train (TT) decomposition in mathematics, has been proposed originally for describing an (especially one-dimensional) quantum system, and recently has found applications in various…
Quantized tensor trains (QTTs) are a multiscale computational framework that can potentially reduce the computational cost of solving partial differential equations and initial value problems by making low-rank approximations. However, its…
We propose a multilevel tensor-train (TT) framework for solving nonlinear partial differential equations (PDEs) in a global space-time formulation. While space-time TT solvers have demonstrated significant potential for compressed…
Full 3D modelling of time-domain electromagnetic data requires tremendous computational resources. Consequently, simplified physics models prevail in geophysics, using a much faster but approximate (1D) forward model. We propose to join the…
Nonlinear filtering with correlated noise leads to a Duncan-Mortensen-Zakai (DMZ) equation in the form of a stochastic partial differential equation (SPDE). Unlike the independent noise case, the presence of correlation prevents the…
We consider dynamical low-rank approximations to parabolic problems on higher-order tensor manifolds in Hilbert spaces. In addition to existence of solutions and their stability with respect to perturbations to the problem data, we show…