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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.

168,742 papers · 148 categories

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133266398531 · Jun 202019922001200920172026
48 results for high rank tensors

Sparse sampling method for tensor factorization and completion of high rank tensors.

problem Completion of high rank tensors with missing data in recommendation systems.
method Sparse measurements and message-passing algorithms in a high-dimensional limit.
result Theoretical insights and performance analysis of tensor factorization in dense limit.

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 obtained from a spectral method can reconstruct a tensor of size $n\times n \times\c…

2019-06-12abs ↗pdf ↗

Unified approach tackles high-dimensional tensor bandits with convex optimization and weakly decomposable regularizers.

problem Challenges in high-dimensional generalized tensor bandits where existing algorithms fail.
method Proposes a generalized linear tensor bandits algorithm with a unified analytical framework using convex optimization and weakly decomposable regularizers.
result Unified analytical framework provides better bounds and broader applicability compared to existing methods.

Develops TOFU for tensor bandits with low-rank structure.

problem Linear bandit models fail to capture high-dimensional, low-rank tensor structures.
method Develops TOFU, a tensor bandit algorithm that estimates low-dimensional subspaces and uses norm constraints.
result Improves regret bound by a multiplicative factor that grows exponentially in system order.

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which ensures exact recovery in the noiseless case and stable recovery in the noisy cas…

2018-01-29abs ↗pdf ↗

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.

Optimal tensor PCA for estimating factors and loadings in high-dimensional panel data.

problem Estimating factors and loadings in high-dimensional panel data with non-negligible correlations.
method Tensor Principal Component Analysis (TPCA) for estimating factors and loadings in a tensor factor model.
result Simple TPCA is optimal for strong factors and can be improved for weak factors with alternating least-squares iterations.

New method reduces uncertainty in high-dimensional circuits by automatically determining tensor rank and adaptive sampling.

problem Uncertainty quantification in high-dimensional circuits due to fabrication process variations.
method Tensor regression with q/2\ell_{q}/ \ell_{2} group-sparsity regularization for rank determination and adaptive sampling.
result Captures uncertainty with only 100-600 simulation samples for 19-100 random variables.

Tensor regression networks achieve high compression rate of neural networks while having slight impact on performances. They do so by imposing low tensor rank structure on the weight matrices of fully connected layers. In recent years, tensor regression networks have been investigated from the perspective of their comp…

2017-12-27abs ↗pdf ↗

New tensor recovery method uses Riemannian optimization on Segre manifold.

problem Recovering low-rank tensors from noisy measurements.
method Riemannian Gradient Descent (RGD) and Riemannian Gauss-Newton (RGN) algorithms over the Segre manifold.
result Proven convergence rates for RGD and RGN under mild noise assumptions.

In this paper, we investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. We show that a gradient descent algorithm with initial value obtained from a spectral method can, in particular, reconstruct a d×d×d{d\times d\times d} tensor of multilinear ranks $…

2017-02-22abs ↗pdf ↗

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 ↗

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.

Paper introduces G-LowTESTR for efficient tensor bandits.

problem Efficient decision-making in multi-dimensional data with non-linear reward functions.
method Generalized low-rank tensor contextual bandits model and G-LowTESTR algorithm.
result G-LowTESTR achieves superior regret bound compared to vectorization and matricization methods.

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 ↗

Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional structures underlying such data. However, we currently lack a theoretical understanding …

2018-10-23abs ↗pdf ↗

Study of asymmetric rank-one tensor models with non-Gaussian noise.

problem Analyzing maximum-likelihood estimators for asymmetric rank-one tensor models.
method Spectrally separated branch analysis, resolvent methods, cumulant expansions, Efron-Stein-type variance bounds.
result Asymptotic singular value and mode-wise alignments are robust to non-Gaussian noise.

New algorithm recovers tensor factors from incomplete measurements efficiently.

problem Recovering tensor factors from incomplete measurements.
method Scaled gradient descent (ScaledGD) algorithm with spectral initializations.
result ScaledGD provably converges linearly for tensor completion and regression.

A method for learning complex functions from data with reduced memory usage.

problem Learning highly nonlinear, multivariate functions from examples.
method Transforming function learning into tensor reconstruction, incrementally building tensors from rank-one terms.
result Efficient gradient-based algorithm with linear time complexity in sample size and tensor dimensions.

Seq2Tens uses tensors to efficiently represent sequences, improving performance on time series and video tasks.

problem Challenges in analyzing sequential data due to complex dependencies and non-commutativity.
method Uses tensor algebra to capture dependencies and low-rank tensor projections to manage computational complexity.
result State-of-the-art performance on multivariate time series classification and video generation benchmarks.

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.

The problem of recovering a low nn-rank tensor is an extension of sparse recovery problem from the low dimensional space (matrix space) to the high dimensional space (tensor space) and has many applications in computer vision and graphics such as image inpainting and video inpainting. In this paper, we consider a new …

2013-11-18abs ↗pdf ↗

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 ↗

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our formulation considerably improves the convergence rate of estimation while maint…

2015-06-19abs ↗pdf ↗

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.

KReTTaH uses tensor trains and Hadamard overparameterization for fast, interpretable multi-way data imputation.

problem Multi-way data imputation for high-dimensional functional MRI and dynamic graph recovery.
method Reformulates imputation as RKHS regression with TT-constrained coefficients and Hadamard overparameterization. Optimizes TT coefficients and kernel matrices on Riemannian manifolds.
result Consistently outperforms state-of-the-art methods in modeling accuracy.

KReTTaH uses tensor trains and Hadamard overparameterization for fast, interpretable multi-way data imputation.

problem Multi-way data imputation in high-dimensional spaces.
method Reformulates imputation as RKHS regression with TT-constrained coefficients, optimized on manifold frameworks.
result Consistently outperforms state-of-the-art methods in accuracy.

Tensorized Rademacher projections outperform Gaussian projections in reducing tensor dimensions.

problem Reducing the dimension of high-dimensional tensors for machine learning.
method Tensorized Rademacher random projections using Tensor Train decomposition.
result Tensorized Rademacher projections can replace Gaussian projections in tensor compression.

This paper introduces a new multivariate convolutional sparse coding based on tensor algebra with a general model enforcing both element-wise sparsity and low-rankness of the activations tensors. By using the CP decomposition, this model achieves a significantly more efficient encoding of the multivariate signal-partic…

2019-08-09abs ↗pdf ↗