相关论文: Low-Rank Tensors for Multi-Dimensional Markov Mode…

We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex…

The dynamics of plasmas are governed by a set of non-linear differential equations which remain challenging to solve directly for large 2D and 3D problems. Here we investigate how tensor networks could be applied to plasmas described by the…

In this work we present recent results on application of low-rank tensor decompositions to modelling of aggregation kinetics taking into account multi-particle collisions (for three and more particles). Such kinetics can be described by…

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

The paper considers function-valued tensors, viewed as multidimensional arrays with entries in an abstract Hilbert space. Despite the absence of the algebraic structure of a field, the geometric inner-product structure suffices to introduce…

In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain,…

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Low-rank tensor decompositions (TDs) provide an effective framework for multiway data analysis. Traditional TD methods rely on predefined structural assumptions, such as CP or Tucker decompositions. From a probabilistic perspective, these…

In order to compute the best low-rank tensor approximation using the Multilinear Tensor Decomposition (MTD) model, it is essential to estimate the rank of the underlying multilinear tensor from the noisy observation tensor. In this paper,…

We propose a family of low-rank, completely positive and trace preserving schemes for the Lindblad equation, a common model for open quantum systems. Low-rank representation is employed at two levels: the density matrix is factorized into…

The Linear Parameter-Varying (LPV) framework is a powerful tool for controlling nonlinear and complex systems, but the conversion of nonlinear models into LPV forms often results in high-dimensional and overly conservative LPV models. To be…

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…

We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highly correlated, or that are driven by a small number of hidden…

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

Multiple network alignment is the problem of identifying similar and related regions in a given set of networks. While there are a large number of effective techniques for pairwise problems with two networks that scale in terms of edges,…

We present an alternative approach to decompose non-negative tensors, called many-body approximation. Traditional decomposition methods assume low-rankness in the representation, resulting in difficulties in global optimization and target…

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…

Tensor network operators, such as the matrix product operator (MPO) and the projected entangled-pair operator (PEPO), can provide efficient representation of certain linear operators in high dimensional spaces. This paper focuses on the…