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We present a new algorithm for recovering paths from their third-order signature tensors, an inverse problem in rough analysis. Our algorithm provides the exact solution to this learning problem and improves upon current approaches by an…

环与代数 · 数学 2025-12-17 Leonard Schmitz

Recently, the \textit{Tensor Nuclear Norm~(TNN)} regularization based on t-SVD has been widely used in various low tubal-rank tensor recovery tasks. However, these models usually require smooth change of data along the third dimension to…

机器学习 · 计算机科学 2021-06-16 Hao Kong , Canyi Lu , Zhouchen Lin

The theory of low-rank tensor-train approximation is well understood when the approximation error is measured in the Frobenius norm. The entrywise maximum norm is equally important but is significantly weaker for large tensors, making the…

数值分析 · 数学 2025-04-09 Stanislav Budzinskiy

Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…

统计方法学 · 统计学 2024-07-19 Yuefeng Han , Rong Chen , Dan Yang , Cun-Hui Zhang

Tensor completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…

机器学习 · 计算机科学 2021-05-21 Chenjian Pan , Chen Ling , Hongjin He , Liqun Qi , Yanwei Xu

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

统计方法学 · 统计学 2025-09-19 Zetai Cen

We propose a block coordinate descent type algorithm for estimating the rank of a given tensor. In addition, the algorithm provides the canonical polyadic decomposition of a tensor. In order to estimate the tensor rank we use sparse…

数值分析 · 数学 2019-04-30 Ramin Goudarzi Karim , Carmeliza Navasca , Da Yan

Tensor completion is a challenging problem with various applications. Many related models based on the low-rank prior of the tensor have been proposed. However, the low-rank prior may not be enough to recover the original tensor from the…

数值分析 · 数学 2019-11-20 Ping-Ping Wang , Liang Li , Guang-Hui Cheng

The tensor rank decomposition is a useful tool for the geometric interpretation of the tensors in the canonical tensor model (CTM) of quantum gravity. In order to understand the stability of this interpretation, it is important to be able…

广义相对论与量子宇宙学 · 物理学 2021-07-22 Dennis Obster , Naoki Sasakura

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…

机器学习 · 统计学 2019-11-13 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

Low-rank approximation is a technique to approximate a tensor or a matrix with a reduced rank to reduce the memory required and computational cost for simulation. Its broad applications include dimension reduction, signal processing,…

计算物理 · 物理学 2019-06-25 Zhuogang Peng , Ryan G. McClarren , Martin Frank

Compressed sensing extends from the recovery of sparse vectors from undersampled measurements via efficient algorithms to the recovery of matrices of low rank from incomplete information. Here we consider a further extension to the…

数值分析 · 数学 2014-11-04 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

数值分析 · 数学 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

The T-product for third-order tensors has been used extensively in the literature. In this paper, we first introduce the first-order and second-order T-derivatives for the multi-vector real-valued function with the tensor T-product; and…

最优化与控制 · 数学 2020-06-22 Meng-Meng Zheng , Zheng-Hai Huang , Yong Wang

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

数值分析 · 数学 2016-06-07 Victor Y. Pan , Liang Zhao

We present a stochastic optimization method that uses a fourth-order regularized model to find local minima of smooth and potentially non-convex objective functions with a finite-sum structure. This algorithm uses sub-sampled derivatives…

最优化与控制 · 数学 2023-07-18 Aurelien Lucchi , Jonas Kohler

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…

机器学习 · 统计学 2023-10-31 Kazu Ghalamkari , Mahito Sugiyama , Yoshinobu Kawahara

In this paper, we show that the low rank matrix completion problem can be reduced to the problem of finding the rank of a certain tensor.

最优化与控制 · 数学 2013-07-24 Harm Derksen

In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

机器学习 · 计算机科学 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

Information is extracted from large and sparse data sets organized as 3-mode tensors. Two methods are described, based on best rank-(2,2,2) and rank-(2,2,1) approximation of the tensor. The first method can be considered as a generalization…

数值分析 · 数学 2021-02-09 L. Eldén , Maryam Dehghan