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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.

169,341 papers · 148 categories

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58117175233 · Jun 202019922001200920182026
48 results for Matrix/Tensor Decomposition

New algorithms for distributed, differentially-private matrix and tensor factorization.

problem Private data distributed across different locations requires privacy-preserving algorithms.
method Distributed and differentially-private algorithms for PCA and OTD using correlated noise.
result Achieves utility matching centralized scenario while maintaining differential privacy.

Paper studies nonnegative Tucker decomposition identifiability with sparsity conditions.

problem Identify nonnegative Tucker decomposition factors uniquely.
method Adapting NMF identifiability results, derive procedures using tensor unfoldings or slices.
result Nonnegative Tucker decomposition factors are identifiable under certain sparsity conditions.

Matrix factorizations and their extensions to tensor factorizations and decompositions have become prominent techniques for linear and multilinear blind source separation (BSS), especially multiway Independent Component Analysis (ICA), NonnegativeMatrix and Tensor Factorization (NMF/NTF), Smooth Component Analysis (Smo…

2013-05-02abs ↗pdf ↗

The paper shows how gradient flow on over-parametrized tensor decomposition behaves like deflation.

problem Understanding the training dynamics of gradient flow on tensor decomposition.
method Empirical observation and mathematical proof of gradient flow dynamics for orthogonally decomposable tensors.
result Gradient flow dynamics for orthogonally decomposable tensors follows a tensor deflation process, recovering all tensor components.

Paper tackles anomaly detection in e-commerce using Bayesian semi-supervised tensor decomposition.

problem Detecting anomalies in seller-reviewer data in e-commerce.
method Bayesian semi-supervised tensor decomposition with Polya-Gamma data augmentation and partial natural gradient learning.
result Semi-supervised approach outperforms state-of-the-art unsupervised baselines.

Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and tensors analogs of much of the matrix algebra toolkit are unlikely to exist because …

2013-11-14abs ↗pdf ↗

A new method for traffic data imputation considering spatiotemporal correlations.

problem Traffic data imputation, especially for high-level missing scenarios.
method Spatiotemporal regularized Tucker decomposition approach.
result The proposed method outperforms existing methods on real-world traffic datasets.

Proposes a new tensor grid method for image completion.

problem Image completion from missing data.
method Low-rank tensor grid with two-stage density matrix renormalization group initialization and alternating least squares factorization.
result The proposed tensor grid method outperforms existing methods in image recovery accuracy.

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.

Spectral learning extends matrix methods to tensors for better latent variable modeling.

problem Limitations of matrix-based spectral methods in capturing non-Gaussian data.
method Extend spectral decomposition to tensor-based methods for higher-order moments.
result Tensor decomposition can identify latent effects missed by matrix methods.

This work improves group data analysis using modified tensor decompositions.

problem Improving group data analysis models for better signal modeling.
method Introduces a new generalization of block tensor decomposition for group data analysis.
result Demonstrates improved performance in multilabel classification and clustering tasks.

Scalable and robust TR decomposition for large-scale data with missing entries and outliers.

problem Handling large-scale tensor data with missing entries and outliers.
method Auto-weighted steepest descent method for missing entries and outliers identification, FGMC and RStS strategies.
result Outperforms existing TR decomposition methods in the presence of outliers and runs faster than robust tensor completion algorithms.

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our ap…

2015-02-24abs ↗pdf ↗

New algorithms improve tensor CP decomposition under mild conditions.

problem Improving tensor CP decomposition with theoretical guarantees under mild incoherence conditions.
method Composite PCA and Concurrent Orthogonalization algorithms.
result Theoretical guarantees and practical superiority over existing methods.

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.

The article develops a method to learn sparse and low rank PARAFAC decomposition robust to noise.

problem Learning sparse and low rank PARAFAC decomposition for tensors with missing values.
method Bayesian model with elastic net regularization, efficient algorithms for large scale problems.
result The method finds true rank and sparse factor matrix robust to noise.

New method proves exact recovery for tensor decomposition under reshuffling.

problem Numerical defects limit practical applications of tensor decomposition.
method Proves exact-recovery property for latent convex tensor decomposition using reshuffling.
result Generalized LCTD achieves exact recovery under reshuffling.

A tensor-based method improves classification accuracy on spatiotemporal data in echo state networks.

problem Loss of spatial and temporal correlations when using standard linear algebra techniques on multidimensional hidden layer states.
method Orthogonal Tucker decompositions of tensors to preserve and exploit the multidimensional nature of hidden layer states.
result The tensor-based approach outperforms the standard linear output weight approach in classification accuracy.

Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to np/2n^{\lfloor p/2 \rfloor} for a pp-th order tensor in Rnp\mathbb{R}^{n^p}. Previously no efficient algorithm can decompose 3rd order ten…

2015-04-21abs ↗pdf ↗

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a pair of tensors sharing the same vectors in rank-11 decompositions. Our main appli…

2013-06-25abs ↗pdf ↗

CPOPT-Net predicts sparse client actions in banking using tensor decomposition and neural networks.

problem Predicting sparse client activities in the banking environment with evolving regulations.
method Combines CP tensor decomposition and neural networks for time series predictions.
result CPOPT-Net achieves accurate predictions of clients' financial activities.

Sparse Tucker decomposition with graph regularization improves time series forecasting accuracy.

problem High-dimensional time series forecasting with over-parameterization issue.
method Sparse Tucker decomposition and graph regularization for tensor-based model.
result Non-asymptotic error bound and superior performance in numerical experiments.

New method guarantees simultaneous decomposition of tensor components.

problem Existing methods fail to recover all tensor components simultaneously.
method S-ASI method using slicing initialization and subspace iterations.
result Guaranteed recovery of top r components simultaneously for symmetric tensors.

New algorithm APHEN improves tensor decomposition for mobile banking user-device authentication.

problem Enhancing user-device authentication in mobile banking for financial services.
method Tensor decomposition using Paratuck2 and APHEN algorithm for faster and more accurate computation.
result Improved user-device authentication for financial services through faster and more accurate tensor decomposition.

Study uses cohomology theory to analyze 2008 financial crisis in Thai stock market.

problem Analyzing the 2008 financial crisis in the Thai stock market.
method Hybrid mathematical superstructure with cohomology theory, Pauli matrix, and Wilson loop.
result Identified the 2008 financial market crash using cohomology group of sphere over tensor field.

A new matrix Hilbert space framework preserves matrix structure and captures multi-way correlations.

problem Preserving matrix structure and capturing multi-way correlations in matrix learning.
method Introducing matrix Hilbert space and reproducing kernel matrix Hilbert space (RKMHS) to perform matrix inner product space.
result Preserves matrix structure and captures multi-way correlations without tensor decomposition.

A new tensor decomposition method for fMRI data captures both spatial and temporal variability.

problem Challenges in modeling shared and subject-specific structure in multisubject spatiotemporal data, especially in neuroimaging.
method Introduces a spatiotemporal variational tensor decomposition (ST-VTD) framework combining tensor factorization with structured priors for flexible representation of spatial and temporal dynamics.
result Significantly improves latent factor recovery in fMRI data compared to classical and probabilistic decomposition benchmarks.

The data in many disciplines such as social networks, web analysis, etc. is link-based, and the link structure can be exploited for many different data mining tasks. In this paper, we consider the problem of temporal link prediction: Given link data for times 1 through T, can we predict the links at time T+1? If our da…

2010-05-21abs ↗pdf ↗

We introduce a new parameterization method for deep learning layers using spectral tensor train decomposition.

problem Efficiency and stability in deep learning models with weight matrix compression.
method Spectral Tensor Train Parameterization (STTP) of weight matrices.
result Improved compression and training stability in neural networks.

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.