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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.

168,742 papers · 148 categories

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4794141188 · Jun 202019922001200920172026
48 results for Sparse Tucker decomposition

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.

AL0\ell_0CORE tensor decomposition reduces computational cost for sparse count data.

problem Efficiently decompose sparse count data matrices.
method Probabilistic Tucker decomposition with 0\ell_0-norm constraint.
result AL0\ell_0CORE achieves similar results to full Tucker decomposition at a fraction of the cost.

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.

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.

Proposes a method for tensor completion with sparse factors and missing data.

problem Recovering nonnegative data from noisy observations with missing values.
method Sparse nonnegative Tucker decomposition with 0\ell_0 norm for sparsity, maximum likelihood estimation, and error bounds.
result The method outperforms existing tensor-based or matrix-based methods in nonnegative tensor data completion.

HOTCAKE compresses CNNs by decomposing kernels into smaller parts.

problem Compressing deep CNNs without significant accuracy loss.
method Input channel decomposition, guided Tucker rank selection, higher order Tucker decomposition, fine-tuning.
result HOTCAKE produces highly compressed CNN models with good accuracy.

NA0_0CT2^2 improves tensor regression predictions with 0\ell_0 regularization.

problem Improving tensor regression predictions with structural information.
method Noise-Augmented 0\ell_0 regularization on Tucker decomposition.
result Achieves exact 0\ell_0 regularization on core tensor in linear and generalized linear tensor regression.

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.

This work improves tensor decomposition methods, especially for large datasets.

problem Lack of efficient methods for estimating Tucker decompositions.
method Applies Johnson-Lindenstrauss type guarantees to Tucker decompositions with random embeddings.
result Effective dimension reduction with minimal error for large tensors.

A new kernel improves tensor classification accuracy and reduces computation time.

problem Challenges in classifying high-dimensional tensor data.
method Proposes a weighted subspace exponential kernel based on Tucker decomposition.
result The new kernel outperforms existing methods in accuracy and computational efficiency.

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 ↗

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.

We propose the Relational Tucker3 (RT) decomposition for multi-relational link prediction in knowledge graphs. We show that many existing knowledge graph embedding models are special cases of the RT decomposition with certain predefined sparsity patterns in its components. In contrast to these prior models, RT decouple…

2019-02-03abs ↗pdf ↗

Knowledge graphs are structured representations of real world facts. However, they typically contain only a small subset of all possible facts. Link prediction is a task of inferring missing facts based on existing ones. We propose TuckER, a relatively straightforward but powerful linear model based on Tucker decomposi…

2019-01-28abs ↗pdf ↗

SDIFT generates full-field dynamics from sparse, irregular data.

problem Modeling and reconstructing physical dynamics from sparse, off-grid observations.
method SDIFT uses a functional Tucker model and sequential diffusion for generating full-field evolution from irregular sparse observations.
result Significant improvements in reconstruction accuracy and computational efficiency compared to state-of-the-art approaches.

In this paper, we study the nonnegative tensor data and propose an orthogonal nonnegative Tucker decomposition (ONTD). We discuss some properties of ONTD and develop a convex relaxation algorithm of the augmented Lagrangian function to solve the optimization problem. The convergence of the algorithm is given. We employ…

2019-10-21abs ↗pdf ↗

Optimizes neural network training by dynamically updating Tucker decomposition ranks.

problem Redundant parameters in neural network architectures.
method Geometry-aware training of factorized layers in tensor Tucker format.
result Optimal locally approximating the original dynamics without initial rank knowledge.

Two methods preserve tensor structure for reduced dimensionality in tensor regression.

problem Reducing dimensionality of tensor predictors for improved interpretation and accuracy.
method Developed two tensor dimension reduction methods using Tucker and CP decompositions.
result Substantial improvement in accuracy over existing methods in simulations and applications.

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order dd (i.e., a dd-fold multiway array) in Rn1×n2××nd\mathbb{R}^{n_1 \times n_2 \times \cdots \times n_d}. It focuses on the task of estimatin…

2019-11-09abs ↗pdf ↗

Word embedding is a powerful tool in natural language processing. In this paper we consider the problem of word embedding composition \--- given vector representations of two words, compute a vector for the entire phrase. We give a generative model that can capture specific syntactic relations between words. Under our …

2019-02-02abs ↗pdf ↗

Nonnegative Tucker decomposition (NTD) is a powerful tool for the extraction of nonnegative parts-based and physically meaningful latent components from high-dimensional tensor data while preserving the natural multilinear structure of data. However, as the data tensor often has multiple modes and is large-scale, exist…

2014-04-17abs ↗pdf ↗

The paper improves density estimation in high dimensions using tensor decompositions.

problem Density estimation struggles in high-dimensional data due to the curse of dimensionality.
method The paper uses nonnegative tensor decompositions to simplify dependence assumptions and estimate marginal distributions.
result Theoretical results show that restricting estimation to low-rank nonnegative PARAFAC or Tucker decompositions removes the dimensionality exponent on bin width rates.

Paper introduces a new histogram estimator for nonparametric density estimation that improves performance.

problem Smoothness-based nonparametric density estimators are not optimal for all types of data.
method Incorporates a multi-view latent variable model into histogram-style estimators.
result A new histogram estimator converges faster to multi-view models in L1L^1 error.

ENTED efficiently decomposes binary and count tensors using nonparametric Gaussian processes.

problem Handling high-dimensional and sparse binary and count data with traditional tensor decompositions.
method ENTED uses nonparametric Gaussian processes and sparse orthogonal variational inference to handle binary and count tensors.
result ENTED outperforms traditional methods in binary and count tensor completion tasks.

Paper learns meaningful state and action representations from MDP trajectories.

problem Learning good state and action representations from MDP trajectories.
method Tensor decomposition, kernelization, importance sampling, low-Tucker-rank approximation.
result The learned state/action abstractions provide accurate approximations to latent block structures.

New model for network analysis using functional data.

problem Existing network models treat nodes as functions, but this paper introduces functional edges.
method Transform adjacency matrix into functional adjacency tensor, apply Tucker decomposition, regularize basis matrices, and solve tensor completion problem.
result The model effectively captures community structure and handles irregular functional edge data.

Portfolio allocation and risk management make use of correlation matrices and heavily rely on the choice of a proper correlation matrix to be used. In this regard, one important question is related to the choice of the proper sample period to be used to estimate a stable correlation matrix. This paper addresses this qu…

2019-11-14abs ↗pdf ↗

Extends RRR to capture nonlinear interactions in multi-response regression.

problem Complex relationships in real-world data cannot be adequately modeled by linear interactions.
method Introduces Higher Order Reduced Rank Regression (HORRR) using tensor representations and Tucker decomposition.
result HORRR can capture nonlinear interactions in multi-response regression.

A new method uses CPD to efficiently model feature interactions in non-sequential data.

problem Efficiently modeling feature interactions in non-sequential data with high computational and memory costs.
method Implicitly represent model parameters as a tensor, factorize into a compact Tensor Train (TT) format, and use Canonical Polyadic (CP) Decomposition for invariance to feature ordering.
result The proposed CP-based predictor outperforms other TN-based predictors on sparse data and matches neural network performance on dense non-sequential tasks.