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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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99198296395 · Jun 202019922001200920172026
48 results for tensor approximation

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.

Paper improves tensor approximation for streaming data.

problem Challenges in finding accurate low-tubal-rank tensor approximations in streaming settings.
method Extends Frequent Directions for efficient low-tubal-rank tensor approximation.
result The new algorithm achieves arbitrarily small approximation error with linear sketch size growth.

Study quantifies performance gap between tensor and matrix-based approaches in nested matrix-tensor model.

problem Estimating a planted signal in a nested matrix-tensor model.
method Comparing tensor-based and matrix-based approaches for best rank-one approximation of tensor data.
result Derives precise algorithmic threshold for the unfolding approach and shows BBP-type transition behavior.

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.

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 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.

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 ↗

New method approximates high-dimensional probability densities efficiently.

problem Approximating high-dimensional probability densities accurately and efficiently.
method Hierarchical tensor-network approach using randomized SVD and linear equations.
result The method effectively approximates high-dimensional densities with linear complexity.

In this paper, we consider the tensor completion problem representing the solution in the tensor train (TT) format. It is assumed that tensor is high-dimensional, and tensor values are generated by an unknown smooth function. The assumption allows us to develop an efficient initialization scheme based on Gaussian Proce…

2019-12-11abs ↗pdf ↗

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 ↗

The study provides conditions for approximating Riemannian manifolds with polyhedral metrics.

problem Approximating Riemannian manifolds with polyhedral metrics.
method Conditions on curvature tensors for Lipschitz and local polyhedral approximations.
result Conditions are sufficient for local polyhedral approximations, conjectured to be sufficient for global approximations.

New method uses scalar-based models to approximate spherical tensors efficiently.

problem Efficiently approximating spherical tensors with equivariant functions.
method Expressing equivariant functions as the product of a scalar function and a small tensor basis.
result Approximations are fast, simple to implement, and accurate in practical settings.

The paper generalizes Riemann curvature for manifolds with discontinuous metrics.

problem Generalizing Riemann curvature for manifolds with discontinuous metrics.
method Proposes a generalized Riemann curvature tensor combining angle defects and jumps in second fundamental forms.
result The generalized curvature tensor approximates classical curvature for smooth approximations of metrics.

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 ↗

Simplifies convolutions using tensor networks and einsum for efficient second-order methods.

problem Complexity in analyzing and applying convolutions in deep learning.
method Viewing convolutions as tensor networks, drawing diagrams, and using einsum for efficient computation.
result Accelerates a KFAC variant up to 4.5x with reduced memory overhead.

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.

Tree tensor networks balance model complexity and empirical risk for high-dimensional function approximation.

problem Selecting optimal tree structure and ranks for high-dimensional function approximation.
method Proposes a complexity-based model selection method for tree tensor networks in empirical risk minimization.
result Demonstrates near-minimax adaptive performance across various smoothness classes.

We propose a novel technique for faster deep neural network training which systematically applies sample-based approximation to the constituent tensor operations, i.e., matrix multiplications and convolutions. We introduce new sampling techniques, study their theoretical properties, and prove that they provide the same…

2018-05-21abs ↗pdf ↗

QAOA matches classical tensor power iteration in spiked tensor model recovery.

problem Statistical estimation in spiked tensor model with computational gap.
method Analysis of QAOA performance on spiked tensor model.
result QAOA weak recovery threshold matches tensor power iteration.

Introduces nondecreasing rank for matrices and tensors, developing methods and applications.

problem Finding low-rank approximations for matrices and tensors with monotonic constraints.
method Developed a variant of hierarchical alternating least squares algorithm for finding low ND rank approximations.
result Low ND rank factorizations can be found and interpreted for real-world datasets.

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 ↗

Modeling inverse dynamics is crucial for accurate feedforward robot control. The model computes the necessary joint torques, to perform a desired movement. The highly non-linear inverse function of the dynamical system can be approximated using regression techniques. We propose as regression method a tensor decompositi…

2017-11-13abs ↗pdf ↗

Paper generalizes tensor-train approximation for complex random variables.

problem Characterizing intractable high-dimensional random variables.
method Extends inverse Rosenblatt transform to general reference measures and integrates into deep variable transformation framework.
result Deep inverse Rosenblatt transport significantly expands tensor approximations for complex random variables.

In this paper, we investigate effective sketching schemes via sparsification for high dimensional multilinear arrays or tensors. More specifically, we propose a novel tensor sparsification algorithm that retains a subset of the entries of a tensor in a judicious way, and prove that it can attain a given level of approx…

2017-10-31abs ↗pdf ↗

New method uses tensor trains for efficient PDE approximation.

problem High-dimensional PDEs and the curse of dimensionality.
method Tensor trains and backward stochastic differential equations for parabolic PDEs.
result Achieves a favorable trade-off between accuracy and computational efficiency.

SOS programming verifies MTW tensor non-negativity for optimal transport maps.

problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.

A new method estimates rare events using tensor trains.

problem Estimating rare event probabilities in high-dimensional problems.
method Approximating optimal importance distribution via tensor-train decompositions and compositions.
result Better variance reduction and efficient computation of rare event probabilities.

Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on the Tucker factorisation of tensors. The probabilistic interpretation of such ap…

2019-05-31abs ↗pdf ↗

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.

Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We build on the idea of count sketches, but introduce many novel ideas which are un…

2015-06-14abs ↗pdf ↗

We are interested in approximation of a multivariate function f(x1,,xd)f(x_1,\dots,x_d) by linear combinations of products u1(x1)ud(xd)u^1(x_1)\cdots u^d(x_d) of univariate functions ui(xi)u^i(x_i), i=1,,di=1,\dots,d. In the case d=2d=2 it is a classical problem of bilinear approximation. In the case of approximation in the L2L_2 space the bili…

2014-09-04abs ↗pdf ↗

Proposes a new method for high-dimensional density estimation.

problem Estimating high-dimensional probability density functions efficiently.
method Tensorizing flow method combining tensor-train and flow-based generative modeling.
result Efficiently constructs an approximate density in tensor-train form and trains a flow model to match empirical distribution.