相关论文: Coupled tensor models for probability mass functio…

Canonical Polyadic (or CANDECOMP/PARAFAC, CP) decompositions (CPD) are widely applied to analyze high order tensors. Existing CPD methods use alternating least square (ALS) iterations and hence need to unfold tensors to each of the $N$…

We propose a fast and scalable optimization method to solve chance or probabilistic constrained optimization problems governed by partial differential equations (PDEs) with high-dimensional random parameters. To address the critical…

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…

We study partial fraction decompositions (PFDs) in several variables using tools from commutative algebra. We give criteria for when a rational function with poles on a hyperplane arrangement has a desirable PFD. Our criteria are obtained…

This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…

We extend a previous study on 3D point cloud attribute compression scheme that uses a volumetric approach: given a target volumetric attribute function $f : \mathbb{R}^3 \mapsto \mathbb{R}$, we quantize and encode parameters $\theta$ that…

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

This paper deals with state estimation of stochastic models with linear state dynamics, continuous or discrete in time. The emphasis is laid on a numerical solution to the state prediction by the time-update step of the grid-point-based…

In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only…

The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

We present a brief survey on the modern tensor numerical methods for multidimensional stationary and time-dependent partial differential equations (PDEs). The guiding principle of the tensor approach is the rank-structured separable…

We study the symmetric outer product decomposition which decomposes a fully (partially) symmetric tensor into a sum of rank-one fully (partially) symmetric tensors. We present iterative algorithms for the third-order partially symmetric…

In this work, we present a new approach for the distributed computation of the PARAFAC decomposition of a third-order tensor across a network of collaborating nodes. We are interested in the case where the overall data gathered across the…

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF…

We propose a Bayesian tensor-on-tensor regression approach to predict a multidimensional array (tensor) of arbitrary dimensions from another tensor of arbitrary dimensions, building upon the Tucker decomposition of the regression…

Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…

Tensor methods have become a promising tool to solve high-dimensional problems in the big data era. By exploiting possible low-rank tensor factorization, many high-dimensional model-based or data-driven problems can be solved to facilitate…

A new numerical approach is proposed for the simulation of coupled three-dimensional and one-dimensional elliptic equations (3D-1D coupling) arising from dimensionality reduction of 3D-3D problems with thin inclusions. The method is based…