相关论文: Low-rank Tensor Autoregressive Predictor for Third…

Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…

Time series prediction has been a long-standing research topic and an essential application in many domains. Modern time series collected from sensor networks (e.g., energy consumption and traffic flow) are often large-scale and incomplete…

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to…

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Color images and video sequences can be modeled as three-way tensors, which admit low tubal-rank approximations via convex surrogate minimization. This optimization problem is efficiently addressed by tensor singular value thresholding…

In autoregressive modeling for tensor-valued time series, Tucker decomposition, when applied to the coefficient tensor, provides a clear interpretation of supervised factor modeling but loses its efficiency rapidly with increasing tensor…

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a…

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

In real-world scenarios, complex data such as multispectral images and multi-frame videos inherently exhibit robust low-rank property. This property is vital for multi-dimensional inverse problems, such as tensor completion, spectral…

This article aims to seek a selection and estimation procedure for a class of tensor regression problems with multivariate covariates and matrix responses, which can provide theoretical guarantees for model selection in finite samples.…

Tensor train decomposition is one of the most powerful approaches for processing high-dimensional data. For low-rank tensor train decomposition of large tensors, the alternating least squares (ALS) algorithm is widely used by updating each…

In this paper, we propose three approaches for the estimation of the Tucker decomposition of multi-way arrays (tensors) from partial observations. All approaches are formulated as convex minimization problems. Therefore, the minimum is…

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the…

Within the tensor singular value decomposition (T-SVD) framework, existing robust low-rank tensor completion approaches have made great achievements in various areas of science and engineering. Nevertheless, these methods involve the T-SVD…

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…

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…