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The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

The Koopman operator provides a powerful framework for data-driven analysis of dynamical systems. In the last few years, a wealth of numerical methods providing finite-dimensional approximations of the operator have been proposed (e.g.…

动力系统 · 数学 2021-02-16 Marvyn Gulina , Alexandre Mauroy

The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional function approximations arising from computational and data sciences. Various sequential and parallel TT decomposition algorithms have…

数值分析 · 数学 2025-09-05 Tianyi Shi , Daniel Hayes , Jing-Mei Qiu

A gradient-enhanced functional tensor train cross approximation method for the resolution of the Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control of nonlinear dynamics is presented. The procedure uses samples…

数值分析 · 数学 2023-02-23 Sergey Dolgov , Dante Kalise , Luca Saluzzi

Tensor trains are a versatile tool to compress and work with high-dimensional data and functions. In this work we introduce the Streaming Tensor Train Approximation (STTA), a new class of algorithms for approximating a given tensor…

数值分析 · 数学 2022-08-05 Daniel Kressner , Bart Vandereycken , Rik Voorhaar

Tensor train (TT) decomposition has drawn people's attention due to its powerful representation ability and performance stability in high-order tensors. In this paper, we propose a novel approach to recover the missing entries of incomplete…

数值分析 · 计算机科学 2018-12-03 Longhao Yuan , Qibin Zhao , Lihua Gui , Jianting Cao

A semigroup characterization, or equivalently, a characterization by the generator, is a classical technique used to describe continuous-time nonlinear dynamical systems. In the realm of data-driven learning for an unknown nonlinear system,…

动力系统 · 数学 2025-11-04 Yiming Meng , Ruikun Zhou , Melkior Ornik , Jun Liu

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

机器学习 · 统计学 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

We propose an efficient implementation of the numerical tensor-train (TT) based algorithm solving the multicomponent coagulation equation preserving the nonnegativeness of solution. Unnatural negative elements in the constructed…

数值分析 · 数学 2025-01-20 Sergey A. Matveev , Ilya Tretyak

Recently, a tensor-on-tensor (ToT) regression model has been proposed to generalize tensor recovery, encompassing scenarios like scalar-on-tensor regression and tensor-on-vector regression. However, the exponential growth in tensor…

机器学习 · 计算机科学 2025-05-02 Zhen Qin , Zhihui Zhu

In this article, we derive a semi-Lagrangian scheme for the solution of the Vlasov equation represented as a low-parametric tensor. Grid-based methods for the Vlasov equation have been shown to give accurate results but their use has mostly…

数值分析 · 数学 2019-03-05 Katharina Kormann

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…

机器学习 · 统计学 2021-07-20 Lorenz Richter , Leon Sallandt , Nikolas Nüsken

Many dimensionality and model reduction techniques rely on estimating dominant eigenfunctions of associated dynamical operators from data. Important examples include the Koopman operator and its generator, but also the Schr\"odinger…

动力系统 · 数学 2021-04-06 Stefan Klus , Feliks Nüske , Boumediene Hamzi

We propose a framework for discrete scientific data compression based on the tensor-train (TT) decomposition. Our approach is tailored to handle unstructured output data from discrete element method (DEM) simulations, demonstrating its…

数值分析 · 数学 2022-10-18 Saibal De , Eduardo Corona , Paramsothy Jayakumar , Shravan Veerapaneni

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

信号处理 · 电气工程与系统科学 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

Within this work, we investigate how data-driven numerical approximation methods of the Koopman operator can be used in practical control engineering applications. We refer to the method Extended Dynamic Mode Decomposition (EDMD), which…

系统与控制 · 电气工程与系统科学 2022-11-16 Annika Junker , Julia Timmermann , Ansgar Trächtler

This work develops a numerical solver based on the combination of isogeometric analysis (IGA) and the tensor train (TT) decomposition for the approximation of partial differential equations (PDEs) on parameter-dependent geometries. First,…

数值分析 · 数学 2022-10-05 Ion Gabriel Ion , Dimitrios Loukrezis , Herbert De Gersem

Tensor train (TT) decomposition is a powerful representation for high-order tensors, which has been successfully applied to various machine learning tasks in recent years. However, since the tensor product is not commutative, permutation of…

数值分析 · 计算机科学 2017-05-31 Qibin Zhao , Masashi Sugiyama , Andrzej Cichocki

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…

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

机器学习 · 计算机科学 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov