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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.

168,657 papers · 148 categories

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55110164219 · Jun 202019922001200920172026
48 results for tensor formulation

We formulate and solve a tensor model using a latent-variable approach.

problem Parameter inference for Poisson canonical polyadic tensor models.
method Latent-variable formulation, Expectation-Maximization algorithms, Fisher information matrices.
result Derivation of Fisher information for PCP models, insights into model well-posedness.

New tensor formulation reveals gradient flow's bias in linear neural networks.

problem Understanding implicit bias in linear neural network training.
method Tensor formulation of neural networks, including fully-connected, diagonal, and convolutional networks.
result Gradient flow on linear tensor networks converges to solutions of specific optimization problems.

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…

2014-12-15abs ↗pdf ↗

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…

2013-11-24abs ↗pdf ↗

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the tensor. We show that this approach can be substantially suboptimal: reliably recov…

2013-07-22abs ↗pdf ↗

In this paper we give an example of a linear group such that its tensor square is not linear. Also, we formulate some sufficient conditions for the linearity of non-abelian tensor products GHG \otimes H and tensor squares GGG \otimes G. Using these results we prove that tensor squares of some groups with one relation a…

2017-10-06abs ↗pdf ↗

We prove directly without using a density theorem that (i) the ADM mass defined in the usual way on an asymptotically flat manifold is equal to the mass defined intrinsically using Ricci tensor; (ii) the Hamiltonian formulation of center of mass and the center of mass defined intrinsically using Ricci tensor are the sa…

2014-08-18abs ↗pdf ↗

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictiona…

2017-04-03abs ↗pdf ↗

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To overcome these difficulties, existing approaches often proceed by unfolding tensors i…

2014-05-07abs ↗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 ↗

Cluster analysis is a fundamental tool for pattern discovery of complex heterogeneous data. Prevalent clustering methods mainly focus on vector or matrix-variate data and are not applicable to general-order tensors, which arise frequently in modern scientific and business applications. Moreover, there is a gap between …

2018-03-17abs ↗pdf ↗

Estimates spatio-temporal Hawkes processes using tensor recovery.

problem Estimating influence functions for spatio-temporal Hawkes processes.
method Formulates influence function as a tensor kernel, assumes low-rank structure, solves as convex optimization problem.
result Provides theoretical guarantees and demonstrates efficiency with simulations.

Enhances tensor regression for interpretability and performance.

problem Interpreting and modeling multidimensional tensor data with structural heterogeneity.
method Generalized Nonnegative Structured Kruskal Tensor Regression (NS-KTR) with hybrid regularization and nonnegativity constraints.
result NS-KTR outperforms conventional methods in synthetic and real hyperspectral datasets.

Defines natural tensors for submanifolds of pseudo-Riemannian manifolds.

problem Characterizing tensors for submanifolds of pseudo-Riemannian manifolds.
method Constructs geodesic normal coordinates and expresses metric coefficients as polynomials in curvature and second fundamental form derivatives.
result Natural tensors are linear combinations of contractions of curvature and second fundamental form derivatives.

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 ↗

We employ the language of Cartan's geometry to present a model for studying vector spaces of Killing two-tensors defined in pseudo-Riemannian spaces of constant curvature under the action of the corresponding isometry group. We also discuss geometric properties of joint invariants of Killing two-tensors defined in the …

2006-12-19abs ↗pdf ↗

In this paper, the notion of strongly typed language will be borrowed from the field of computer programming to introduce a calculational framework for linear algebra and tensor calculus for the purpose of detecting errors resulting from inherent misuse of objects and for finding natural formulations of various objects…

2012-12-11abs ↗pdf ↗

Tensors are becoming prevalent in modern applications such as medical imaging and digital marketing. In this paper, we propose a sparse tensor additive regression (STAR) that models a scalar response as a flexible nonparametric function of tensor covariates. The proposed model effectively exploits the sparse and low-ra…

2019-03-31abs ↗pdf ↗

A new tensor completion method using tensor networks with Tucker wrapper.

problem Low-rank tensor completion in various applications.
method Solving LRTC as a system of nonlinear equations using a two-level alternative least squares method.
result The method converges to the exact solution at a linear rate with high probability.

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.

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.

The goal of tensor completion is to fill in missing entries of a partially known tensor (possibly including some noise) under a low-rank constraint. This may be formulated as a least-squares problem. The set of tensors of a given multilinear rank is known to admit a Riemannian manifold structure, thus methods of Rieman…

2017-03-29abs ↗pdf ↗

Unified framework for non-negative matrices and tensors using Wasserstein loss.

problem Finding low-dimensional representations of high-dimensional datasets with non-negative constraints.
method Unified mathematical framework with a smoothed Wasserstein loss, convex dual formulation for efficient computation.
result Efficient solution for non-negative matrix and tensor factorisations with Wasserstein loss.

Extends multivariate regression for tensor-variate data, identifying brain regions and facial characteristics.

problem Challenges in fitting regression models with multivariate responses and covariates.
method Low-rank tensor formats on regression coefficients and tensor-variate normal distribution for errors.
result Maximum likelihood estimators for tensor-on-tensor regression via block-relaxation algorithms.

We present a local formulation for 2D Discrete Exterior Calculus (DEC) similar to that of the Finite Element Method (FEM), which allows a natural treatment of material heterogeneity (element by element). It also allows us to deduce, in a robust manner, anisotropic fluxes and the DEC discretization of the pullback of 1-…

2018-12-28abs ↗pdf ↗

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.

Motivated by applications in neuroimaging analysis, we propose a new regression model, Sparse TensOr REsponse regression (STORE), with a tensor response and a vector predictor. STORE embeds two key sparse structures: element-wise sparsity and low-rankness. It can handle both a non-symmetric and a symmetric tensor respo…

2016-09-15abs ↗pdf ↗

New algorithm detects tensor dependence structure alterations efficiently.

problem Detecting alterations in tensor dependence structures.
method Tensor-normal distributions, decorrelation, centralization, SERA (Sparsity-Exploited Reranking Algorithm).
result The proposed SERA algorithm controls false discovery rates effectively.

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.

Defines observer-invariant time derivatives on moving surfaces.

problem Deriving appropriate definitions for time derivatives on surfaces that move.
method Systematically derived from spacetime settings, considering observer-invariance and covariance principles.
result Formulations applicable for computations of tangential n-tensor fields on moving surfaces.

Killing tensor fields have been thought of as describing hidden symmetry of space(-time) since they are in one-to-one correspondence with polynomial first integrals of geodesic equations. Many problems in classical mechanics can be formulated as geodesic problems in curved spaces and spacetimes, and thus solving the de…

2017-04-07abs ↗pdf ↗

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.

This work provides a guaranteed tensor recovery method by combining low-rankness and smoothness priors.

problem Guaranteed tensor recovery with theoretical guarantees for low-rank and smoothness priors.
method Developed a new regularization term that combines low-rankness and smoothness priors, proving exact recovery guarantees.
result Rigorously proved exact recovery guarantees for tensor completion and tensor robust principal component analysis.

The result of the classical invariant theory (CIT) commonly referred to as Lemma of Cayley is reviewed and its analogue in the invariant theory of Killing tensors (ITKT) defined in pseudo-Riemannian spaces of constant curvature is formulated and proven. Illustrative examples are provided.

2004-07-12abs ↗pdf ↗

Paper develops a method for causal representation learning from irregular tensors.

problem Complex patterns in high-dimensional, irregular tensor data.
method Novel causal formulation and CaRTeD framework integrating temporal causal representation learning with irregular tensor decomposition.
result Framework provides theoretical guarantees and outperforms state-of-the-art techniques.