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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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4078141,2211,628 · Jun 202019922001200920172026
48 results for Bayesian tensor learning

We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to arbitrary sets of tensors of any depth, including matrices, can be interpreted as u…

2014-12-15abs ↗pdf ↗

A novel Laplace-approximated Bayesian Tensor Network Kernel Machine (LA-TNKM) provides principled uncertainty estimates.

problem How to provide principled uncertainty estimates for tensor network kernel machines.
method Employing a linearized Laplace approximation for Bayesian inference.
result Consistently matches or surpasses Gaussian Processes and BNNs across diverse UCI regression benchmarks.

Bayesian Tensor Network combines prior and data likelihood for efficient prediction and parameter estimation.

problem Overfitting and poor performance in Tensor Network models.
method Introduce prior distribution, use Laplace approximation for posterior predictive distribution, and propose stable initialization for parameter estimation.
result Reduces overfitting and improves performance of Tensor Network models.

BRTR improves robust tensor completion with automatic rank detection.

problem Robust tensor completion from incomplete data with outliers.
method Bayesian robust tensor ring decomposition (BRTR) with variational Bayesian (VB) algorithm.
result Automatic detection of TR rank and improved performance over state-of-the-art methods.

Tensor decomposition is an important technique for capturing the high-order interactions among multiway data. Multi-linear tensor composition methods, such as the Tucker decomposition and the CANDECOMP/PARAFAC (CP), assume that the complex interactions among objects are multi-linear, and are thus insufficient to repres…

2016-11-03abs ↗pdf ↗

Paper presents a method for imputing and forecasting structural response from incomplete sensor data.

problem Missing sensor data in structural health monitoring (SHM).
method Incremental Bayesian tensor learning for spatiotemporal missing data reconstruction and forecasting.
result The proposed method achieves accurate and robust imputation and prediction even with high rates of missing data.

Study reveals efficient recovery of multi-modal signals via Bayesian methods and sequential learning.

problem Recovering multiple high-dimensional signals from correlated modalities.
method Bayesian Approximate Message Passing and Sequential Curriculum Learning.
result Sequential learning strategy optimally recovers weak signals in multi-modal settings.

Bayesian model improves image completion accuracy by automatically learning low rank structure.

problem Improving image completion accuracy with limited data and avoiding overfitting.
method Developed a Bayesian low rank tensor ring model with multiplicative interaction and Student-T distribution for sparse core factors.
result The proposed method outperforms state-of-the-art image completion techniques, especially in recovery accuracy.

A new method reduces Volterra kernel complexity and uncertainty quantification.

problem Challenges in modeling nonlinear systems with Volterra series due to high model order.
method Bayesian Tensor Network Volterra kernel machines (BTN-V) using canonical polyadic decomposition.
result Competitive accuracy, enhanced uncertainty quantification, and reduced computational cost.

The vast majority of current machine learning algorithms are designed to predict single responses or a vector of responses, yet many types of response are more naturally organized as matrices or higher-order tensor objects where characteristics are shared across modes. We present a new machine learning algorithm BaTFLE…

2016-12-09abs ↗pdf ↗

Bayesian TNKMs automatically infer model complexity and feature relevance.

problem Manual tuning of TN rank and feature dimensions is error-prone and computationally expensive.
method Bayesian approach with hierarchical priors on TN factors for automatic rank and feature selection.
result Superior performance in prediction accuracy, uncertainty quantification, interpretability, and scalability.

BKTF uses tensor factorization for Bayesian optimization of complex functions.

problem Complex functions with nonstationary, nonseparable, and multimodal features.
method Bayesian Kernelized Tensor Factorization (BKTF) approximates complex functions using a low-rank tensor CP decomposition with GP priors.
result BKTF provides flexible and effective surrogate modeling with uncertainty quantification.

Bayesian Tensor Ring factorization improved for scalability and handling of discrete data.

problem Scalability issues and handling of discrete data in Bayesian Tensor Ring factorization.
method Proposes a novel Bayesian Tensor Ring model with a nonparametric Multiplicative Gamma Process prior and Pólya-Gamma augmentation for discrete data. Developed efficient Gibbs sampler and online EM algorithm for scalability.
result Significantly improved scalability and handling of discrete data compared to previous methods.

Bayesian model predicts phenotype effects from multi-environmental factors.

problem Predict phenotype effects from multi-environmental trials.
method Bayesian tensor regression with spike-and-slab structure.
result Model outperforms previous methods in simulation and real-world data.

Tensor decomposition is an effective approach to compress over-parameterized neural networks and to enable their deployment on resource-constrained hardware platforms. However, directly applying tensor compression in the training process is a challenging task due to the difficulty of choosing a proper tensor rank. In o…

2019-05-24abs ↗pdf ↗

Bayesian tensor train kernel machine uses Laplace approximation for scalable GP regression.

problem Scalability limitations of Gaussian process regression.
method Bayesian tensor train kernel machine with Laplace approximation and variational inference.
result VI replaces cross-validation and offers up to 65x faster training.

This paper reviews Bayesian methods for sparsity-aware modeling.

problem Uncertainty evaluation and robustness in sparsity-aware models.
method Incorporates sparsity-promoting priors into deep neural networks, Gaussian processes, and tensor decomposition.
result Bayesian methods improve model robustness and uncertainty evaluation.

This paper develops a method to train compact neural networks with reduced memory and computational costs.

problem Training large neural networks consumes excessive resources and energy.
method End-to-end training framework using Bayesian tensor decomposition with automatic rank determination.
result The method achieves significant parameter reduction and maintains or improves accuracy.

This paper presents a Bayesian method for estimating the rank of a low-rank tensor model of joint PMF.

problem Estimating the rank of a low-rank tensor model of joint PMF from observed data.
method Bayesian framework for estimating low-rank components and rank simultaneously, using variational inference.
result Automatic rank detection and improved estimation accuracy compared to cross-validation methods.

Improved tensor rank learning for CPD models using a generalized hyperbolic prior.

problem Inaccurate tensor rank determination leads to overfitting or underfitting in CPD models.
method Introduced a generalized hyperbolic prior for automatic tensor rank learning in probabilistic CPD models.
result Significantly improved performance in learning both low and high tensor ranks, even for low SNR cases.

Low-rank tensor regression, a new model class that learns high-order correlation from data, has recently received considerable attention. At the same time, Gaussian processes (GP) are well-studied machine learning models for structure learning. In this paper, we demonstrate interesting connections between the two, espe…

2017-10-31abs ↗pdf ↗

A new metric tensor improves Riemann manifold Monte Carlo for Bayesian models.

problem Improving sampling efficiency in Bayesian hierarchical models.
method Metric tensor derived from log-density gradient covariance matrices.
result Metric tensors enhance sampling for complex Bayesian models.

A simple self-supervised model for tensor RPCA using deep unfolding.

problem Tensor robust principal component analysis (RPCA) challenges in practical applications.
method Deep unfolding with only four hyperparameters.
result Competitive or superior performance compared to supervised methods, even in data-starved scenarios.

Bayesian-TPNN improves ANOVA-TPNN for detecting higher-order components.

problem Difficulty in incorporating higher-order components in ANOVA-TPNN due to computational and memory constraints.
method Bayesian inference procedure for functional ANOVA model with TPNN basis functions.
result Bayesian-TPNN detects higher-order components with reduced computational cost.

MARS automatically selects tensor decomposition ranks, improving performance in neural network tasks.

problem Determining optimal decomposition ranks in tensor decompositions.
method MARS uses binary masks to learn optimal tensor structure during training via relaxed MAP estimation.
result MARS achieves better results than previous methods in various tasks.

A multi-way factor analysis model is introduced for tensor-variate data of any order. Each data item is represented as a (sparse) sum of Kruskal decompositions, a Kruskal-factor analysis (KFA). KFA is nonparametric and can infer both the tensor-rank of each dictionary atom and the number of dictionary atoms. The model …

2016-12-08abs ↗pdf ↗

FunBaT extends Tucker decomposition to handle continuous-indexed tensor data.

problem Handling continuous-indexed tensor data that doesn't fit traditional Tucker decomposition.
method FunBaT treats continuous-indexed data as interactions between a core tensor and a group of latent functions modeled by Gaussian processes (GP). It converts each GP into a state-space prior and uses advanced message-passing techniques for scalable inference.
result FunBaT effectively handles real-world data with continuous indexes, demonstrating its advantage in synthetic and real-world applications.

A new probabilistic BTD method for tensor data.

problem Modeling higher-order tensors with robust inference.
method Probabilistic Block-Term Decomposition using variational Bayesian inference and von-Mises Fisher distribution.
result The proposed pBTD can quantify multi-linear structures robustly.

BKTR models spatiotemporal data with scalable tensor regression.

problem High computational cost in applying STVC to large-scale spatiotemporal data.
method Summarize STVC coefficients in a tensor, reformulate as low-rank tensor regression, incorporate GP priors for local dependencies.
result BKTR efficiently models large spatiotemporal datasets with reduced parameters and local dependencies.

We present a scalable Bayesian model for low-rank factorization of massive tensors with binary observations. The proposed model has the following key properties: (1) in contrast to the models based on the logistic or probit likelihood, using a zero-truncated Poisson likelihood for binary data allows our model to scale …

2015-08-18abs ↗pdf ↗

A new Weyl prior is proposed for Bayesian statistics, offering a more canonical choice for parameter α.

problem Choosing a prior distribution for Bayesian inference.
method Proposed a new Weyl prior based on the Weyl structure on a statistical manifold.
result The Weyl prior is a special case of the α-parallel prior with α = -n, where n is the dimension of the statistical manifold.