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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.

169,181 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920182026
48 results for Low-Rank Tensor Approximations

We propose a new framework for the analysis of low-rank tensors which lies at the intersection of spectral graph theory and signal processing. As a first step, we present a new graph based low-rank decomposition which approximates the classical low-rank SVD for matrices and multi-linear SVD for tensors. Then, building …

2016-11-15abs ↗pdf ↗

Tensor regression networks improve neural network compression and regularization.

problem Improving neural network compression and regularization with low-rank tensor approximations.
method Investigating various low-rank tensor approximations in tensor regression networks.
result Tensor regression networks with Global Average Pooling layer outperformed in deep CNNs, while shallow CNNs with tensor regression and dropout achieved lower test error.

A new method for decomposing non-negative tensors using energy-based modeling.

problem Challenges in traditional tensor decomposition methods, especially global optimization and rank selection.
method Energy-based modeling of tensors, considering interactions between modes for global optimization.
result Demonstrates effectiveness in tensor completion and approximation, revealing a relationship between many-body and low-rank approximations.

New method reduces high-dimensional financial problems using low-rank tensor approximation.

problem High-dimensional financial problems in pricing, calibration, and risk assessment.
method Low-rank tensor approximation for Chebyshev interpolation in tensor train (TT) format.
result Efficiently approximates interpolation coefficients using tensor completion.

In this paper we propose new techniques to sample arbitrary third-order tensors, with an objective of speeding up tensor algorithms that have recently gained popularity in machine learning. Our main contribution is a new way to select, in a biased random way, only O(n1.5/ε2)O(n^{1.5}/ε^2) of the possible n3n^3 elements while s…

2015-02-17abs ↗pdf ↗

Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex or a nonconvex cost function, which is a generalization of the matching pursuit…

2015-03-07abs ↗pdf ↗

The paper analyzes deflation for estimating a low-rank spike in large tensors with noise.

problem Estimating a low-rank symmetric spike in large tensors with additive Gaussian noise.
method Characterization of deflation performance in terms of vector alignments and weights.
result Understanding deflation mechanism in noisy conditions and designing more efficient methods.

Paper optimizes tensor deflation for non-orthogonal signals.

problem Recovering low-rank signals from noisy tensors with correlated components.
method Developed an asymptotic analysis and optimized deflation procedure using random tensor theory.
result Proposed an efficient tensor deflation algorithm that optimizes a parameter introduced in the deflation mechanism.

The goal of tensor completion is to fill in missing entries of a partially known tensor (possibly including some noise) under a low-rank constraint. This may be formulated as a least-squares problem. The set of tensors of a given multilinear rank is known to admit a Riemannian manifold structure, thus methods of Rieman…

2017-03-29abs ↗pdf ↗

DeepTensor uses deep networks to efficiently decompose tensors with improved performance and robustness.

problem Efficiently decomposing tensors with deep learning to capture nonlinear structures.
method Low-rank tensor decomposition using deep generative networks trained to minimize approximation error.
result DeepTensor outperforms classical methods like SVD and PCA in various applications, including image denoising and 3D MRI.

Tensorial Neural Networks improve neural network compression and performance.

problem Efficiently compressing neural networks while maintaining or improving performance.
method Introducing tensor operations on high-order operands to solve hierarchical nonlinear tensor decomposition using stochastic gradient descent.
result TNNs achieve up to 5% test accuracy improvement on CIFAR10 compared to state-of-the-art compression methods.

The paper proposes a novel tensor-based method for non-parametric density estimation.

problem Effective non-parametric density estimation in high-dimensional multivariate data.
method Tensor factorization and low-rank model of characteristic tensor for improved density estimation.
result The method significantly improves density estimation especially for high-dimensional data and/or sample-starved regimes.

New method accelerates CNNs for mobile devices by approximating tensors and quantizing weights.

problem Efficiently compress and accelerate CNNs for mobile devices.
method Low-rank tensor approximation in Tucker format combined with quantization of weights and activations.
result Our method significantly improves CNN performance on various classification tasks.

This paper reviews methods for discovering patient subgroups from EHR data.

problem Discovering subgroups of patients and co-occurring medical conditions from EHR data.
method Low-rank data approximation methods like matrix and tensor decompositions.
result These methods provide transparent and interpretable insights into patient phenotypes.

Optimal low rank tensor recovery requires a minimum number of entries for accurate reconstruction.

problem Exact recovery of high order tensors of low rank from a subset of their entries.
method Riemannian optimization algorithm with initial value from a spectral method, leveraging tensor restricted isometry property and curvature of the manifold.
result Tensor of size nimesnimesimesnn imes n imes \cdots imes n of ranks (r,,r)(r,\cdots,r) can be reconstructed with high probability from O((rd+dnr)log(d))O((r^d+dnr)\log(d)) entries.

Recently, fundamental conditions on the sampling patterns have been obtained for finite completability of low-rank matrices or tensors given the corresponding ranks. In this paper, we consider the scenario where the rank is not given and we aim to approximate the unknown rank based on the location of sampled entries an…

2017-07-03abs ↗pdf ↗

Paper proposes a new method to improve clustering ensemble performance.

problem Improving clustering ensemble performance by refining co-association matrix.
method Low-rank tensor approximation to derive coherent-link matrix and refine co-association matrix.
result The proposed method achieves breakthrough in clustering performance compared to state-of-the-art methods.

Paper analyzes word embedding composition using tensor decomposition.

problem Given vector representations of two words, compute a vector for the entire phrase.
method Generative model with low rank Tucker decomposition of word embedding correlations.
result Word embeddings and a core tensor can be derived from the Tucker decomposition.

E2^2M optimizes tensor density estimation by relaxing αα-divergence to KL-divergence.

problem Analytical challenges in traditional αα-divergence optimization for tensor-based density estimation.
method E2^2M algorithm: relaxes optimization to KL-divergence, then applies tensor many-body approximation.
result Flexible modeling of various low-rank structures and their mixtures.

Efficiently samples complex distributions using tensor train format.

problem Sampling from high-dimensional complex probability densities efficiently.
method Integrates tensor train format with backward stochastic differential equations (BSDEs) for fast, robust, and accurate sampling.
result Improved efficiency in sampling from challenging target distributions.

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.

ScaledGD algorithm estimates low-rank tensors efficiently from corrupted data.

problem Estimating meaningful information from corrupted tensor data.
method Scaled gradient descent (ScaledGD) algorithm with tailored spectral initializations.
result ScaledGD achieves linear convergence at a constant rate independent of condition number.

This work tackles sparse coding in DLRA for interpretable multiway data.

problem Sparse coding in DLRA for interpretable multiway data.
method Proposes a new sparse-coding subproblem (MSC) and several algorithms to solve it.
result DLRA extends low-rank approximations, reducing variance and enhancing interpretability.

Tensor trains simplify solving complex PDEs efficiently.

problem Solving high-dimensional parabolic PDEs using traditional methods is computationally infeasible.
method Reformulate PDEs as backward stochastic differential equations and use tensor train format for compression and efficient computation.
result Tensor train methods achieve a good balance between accuracy and computational efficiency.

Dual-Channel Tensor Neural Network (DC-TNN) decomposes tensor data into low-rank and sparse components for better estimation and inference.

problem Tensor-valued data with multilinear dependencies are challenging to process due to loss of multiway geometry under vectorization.
method DC-TNN decomposes tensors into a low-rank core and a sparse refinement, processing them through coupled neural channels.
result Established non-asymptotic risk bounds and developed structure-aware conformal ROC and AUC confidence bands.

Proposes a method to enhance multi-view learning by maximizing higher order correlations.

problem Losing intrinsic interconnections among multiple views in pairwise correlation maximization.
method Formulates multi-view data as a low rank approximation problem using higher order correlation tensor and solves it with the generating polynomial method.
result Consistently outperforms prior methods on real multi-view data.

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.

Paper proposes a method for estimating sparse and low-rank tensors from sketchings.

problem Estimating sparse and low-rank tensors from limited data.
method Two-stage non-convex implementation using sparse tensor decomposition and thresholded gradient descent.
result Exact and stable recovery of tensors in noisy and noiseless cases with high probability.