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.
Optimal tensor PCA for estimating factors and loadings in high-dimensional panel data.
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…
Causal deep learning tackles causal inference using tensor factor analysis.
A multi-way factor analysis model is introduced for tensor-variate data of any order. Each data item is represented as a (sparse) sum of Kruskal decompositions, a Kruskal-factor analysis (KFA). KFA is nonparametric and can infer both the tensor-rank of each dictionary atom and the number of dictionary atoms. The model …
Probabilistic Temporal Tensor Factorization (PTTF) is an effective algorithm to model the temporal tensor data. It leverages a time constraint to capture the evolving properties of tensor data. Nowadays the exploding dataset demands a large scale PTTF analysis, and a parallel solution is critical to accommodate the tre…
Streaming tensor factorization is a powerful tool for processing high-volume and multi-way temporal data in Internet networks, recommender systems and image/video data analysis. Existing streaming tensor factorization algorithms rely on least-squares data fitting and they do not possess a mechanism for tensor rank dete…
Low-rank signal modeling has been widely leveraged to capture non-local correlation in image processing applications. We propose a new method that employs low-rank tensor factor analysis for tensors generated by grouped image patches. The low-rank tensors are fed into the alternative direction multiplier method (ADMM) …
Paper introduces ZIPTF and C-ZIPTF for better tensor factorization of zero-inflated count data.
Efficiently factorizes coupled matrix tensor data for better accuracy and speed.
High-dimensional tensors or multi-way data are becoming prevalent in areas such as biomedical imaging, chemometrics, networking and bibliometrics. Traditional approaches to finding lower dimensional representations of tensor data include flattening the data and applying matrix factorizations such as principal component…
Guaranteed convergence for tensor factorization using Riemannian gradient descent.
NCPF model improves traffic data imputation with neural and tensor methods.
Efficient and interpretable spatial analysis is crucial in many fields such as geology, sports, and climate science. Tensor latent factor models can describe higher-order correlations for spatial data. However, they are computationally expensive to train and are sensitive to initialization, leading to spatially incoher…
The paper analyzes implicit regularization in tensor factorization using neural networks.
Proposes CC-NMDF for analyzing manifold-valued data.
Gradient descent in tensor factorization favors low-rank solutions.
Efficient NTF algorithm for large sparse tensors.
A wide class of machine learning algorithms can be reduced to variable elimination on factor graphs. While factor graphs provide a unifying notation for these algorithms, they do not provide a compact way to express repeated structure when compared to plate diagrams for directed graphical models. To exploit efficient t…
The paper explains implicit regularization in hierarchical tensor factorization and deep CNNs.
We present a Bayesian tensor factorization model for inferring latent group structures from dynamic pairwise interaction patterns. For decades, political scientists have collected and analyzed records of the form "country took action toward country at time "---known as dyadic events---in order to form an…
Spatio-temporal data compression method reduces memory usage.
Paper proposes C-STM for multimodal neuroimaging data classification.
Study finds whitepaper narratives do not predict market factor structure.
Efficiently recovers low-tubal-rank tensors from few measurements.
We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to arbitrary sets of tensors of any depth, including matrices, can be interpreted as u…
Unified framework for PDF estimation using MDL-based binning and tensor factorization.
Tensor decomposition has been extensively used as a tool for exploratory analysis. Motivated by neuroscience applications, we study tensor decomposition with Boolean factors. The resulting optimization problem is challenging due to the non-convex objective and the combinatorial constraints. We propose Binary Matching P…
CP-factorization for high-dimensional tensor time series and double projection iterations
Tensor factorization has been demonstrated as an efficient approach for computational phenotyping, where massive electronic health records (EHRs) are converted to concise and meaningful clinical concepts. While distributing the tensor factorization tasks to local sites can avoid direct data sharing, it still requires t…
Bayesian Tensor Ring factorization improved for scalability and handling of discrete data.
Efficient tensor decomposition for count data models achieves near-optimal multiway analysis.
GETF efficiently decomposes large-scale Boolean tensors.
Joint analysis of data from multiple information repositories facilitates uncovering the underlying structure in heterogeneous datasets. Single and coupled matrix-tensor factorization (CMTF) has been widely used in this context for imputation-based recommendation from ratings, social network, and other user-item data. …
Paper studies nonnegative Tucker decomposition identifiability with sparsity conditions.
In many signal processing and machine learning applications, datasets containing private information are held at different locations, requiring the development of distributed privacy-preserving algorithms. Tensor and matrix factorizations are key components of many processing pipelines. In the distributed setting, diff…
New algorithm learns interpretable CP-basis from streaming tensor data under Markovian constraints.
Tensor-network techniques have enjoyed outstanding success in physics, and have recently attracted attention in machine learning, both as a tool for the formulation of new learning algorithms and for enhancing the mathematical understanding of existing methods. Inspired by these developments, and the natural correspond…
MSFA clusters high-dimensional spatial data using spline-based covariance structures.
Tensor factorization arises in many machine learning applications, such knowledge base modeling and parameter estimation in latent variable models. However, numerical methods for tensor factorization have not reached the level of maturity of matrix factorization methods. In this paper, we propose a new method for CP te…
Proposes FATTNN for tensor-on-tensor regression with improved prediction and reduced computation.
Tensor factorization models offer an effective approach to convert massive electronic health records into meaningful clinical concepts (phenotypes) for data analysis. These models need a large amount of diverse samples to avoid population bias. An open challenge is how to derive phenotypes jointly across multiple hospi…
Unified model for tensor completion using low-rank and sparse Tucker decomposition.
Modeling interactions between features improves the performance of machine learning solutions in many domains (e.g. recommender systems or sentiment analysis). In this paper, we introduce Exponential Machines (ExM), a predictor that models all interactions of every order. The key idea is to represent an exponentially l…
New hierarchical tensor decomposition model for complex data.
Optimizes neural network training by dynamically updating Tucker decomposition ranks.
Deep tensor factorization benefits from implicit regularization with polynomial growth.
Dimensionality reduction techniques play an essential role in data analytics, signal processing and machine learning. Dimensionality reduction is usually performed in a preprocessing stage that is separate from subsequent data analysis, such as clustering or classification. Finding reduced-dimension representations tha…
The paper tackles tensor factorization and completion from noisy data.