Spectral Tensor-Train Decomposition

DOI10.1137/15M1036919zbMath1347.41006arXiv1405.5713OpenAlexW1858056047MaRDI QIDQ2818241

Youssef M. Marzouk, Daniele Bigoni, Allan P. Engsig-Karup

Publication date: 7 September 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.5713

zbMATH Keywords

orthogonal polynomialsapproximation theoryuncertainty quantificationtensor-train decomposition

Mathematics Subject Classification ID

Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Multidimensional problems (41A63) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Tensor products in functional analysis (46M05)

Related Items (30)

Dynamic tensor approximation of high-dimensional nonlinear PDEs ⋮ Low-rank approximation of continuous functions in Sobolev spaces with dominating mixed smoothness ⋮ On the spectral problem for trivariate functions ⋮ Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format ⋮ SOTT: Greedy Approximation of a Tensor as a Sum of Tensor Trains ⋮ FFT-based homogenisation accelerated by low-rank tensor approximations ⋮ Performance of the Low-Rank TT-SVD for Large Dense Tensors on Modern MultiCore CPUs ⋮ A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems ⋮ Low-rank tensor methods for partial differential equations ⋮ Generative modeling via tensor train sketching ⋮ Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations ⋮ Probabilistic partition of unity networks for high‐dimensional regression problems ⋮ State estimation in nonlinear parametric time dependent systems using tensor train ⋮ Tensor rank reduction via coordinate flows ⋮ Analysis of tensor approximation schemes for continuous functions ⋮ Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction ⋮ Active Learning of Tree Tensor Networks using Optimal Least Squares ⋮ Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events ⋮ Tensor Ring Decomposition: Optimization Landscape and One-loop Convergence of Alternating Least Squares ⋮ A continuous analogue of the tensor-train decomposition ⋮ Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs ⋮ M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions ⋮ Tensor Algorithms for Advanced Sensitivity Metrics ⋮ Rank-adaptive tensor methods for high-dimensional nonlinear PDEs ⋮ Gradient-based optimization for regression in the functional tensor-train format ⋮ Iterative algorithms for the post-processing of high-dimensional data ⋮ Sparse low-rank separated representation models for learning from data ⋮ Functional Tucker Approximation Using Chebyshev Interpolation ⋮ Efficient randomized tensor-based algorithms for function approximation and low-rank kernel interactions ⋮ Deep composition of tensor-trains using squared inverse Rosenblatt transports

Uses Software

• TensorToolbox
• OPQ
• TESTPACK
• PARAFAC
• TensorToolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Tensor Decompositions and Applications
• Tensor-Train Decomposition
• TT-cross approximation for multidimensional arrays
• Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats
• Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
• Solving stochastic systems with low-rank tensor compression
• Sparse pseudospectral approximation method
• \(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling
• Generalized spectral decomposition for stochastic nonlinear problems
• A least-squares approximation of partial differential equations with high-dimensional random inputs
• On selecting a maximum volume sub-matrix of a matrix and related problems
• Polynomial interpolation results in Sobolev spaces
• The best \(L^ 2\)-approximation by finite sums of functions with separable variables
• Pseudo-skeleton approximations by matrices of maximal volume
• Constructive representation of functions in low-rank tensor formats
• High dimensional polynomial interpolation on sparse grids
• A new scheme for the tensor representation
• Quantics-TT collocation approximation of parameter-dependent and stochastic elliptic PDEs
• Approximation rates for the hierarchical tensor format in periodic Sobolev spaces
• Non-intrusive low-rank separated approximation of high-dimensional stochastic models
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young decomposition
• The proper generalized decomposition for advanced numerical simulations. A primer
• A literature survey of low-rank tensor approximation techniques
• Model Reduction Based on Proper Generalized Decomposition for the Stochastic Steady Incompressible Navier--Stokes Equations
• Sampling and Low-Rank Tensor Approximation of the Response Surface
• Hierarchical Singular Value Decomposition of Tensors
• Approximation of $2^d\times2^d$ Matrices Using Tensor Decomposition
• Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
• Tensor Spaces and Numerical Tensor Calculus
• Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
• Implementing Spectral Methods for Partial Differential Equations
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Tensor approximations of matrices generated by asymptotically smooth functions
• To Be or Not to Be Intrusive? The Solution of Parametric and Stochastic Equations---the “Plain Vanilla” Galerkin Case
• Tensor Rank and the Ill-Posedness of the Best Low-Rank Approximation Problem
• A Jacobi-Type Method for Computing Orthogonal Tensor Decompositions
• Continuous analogues of matrix factorizations
• Adaptive Smolyak Pseudospectral Approximations
• The Mathematical Theory of Finite Element Methods
• Spectral Methods
• High-Order Collocation Methods for Differential Equations with Random Inputs
• The Optimum Addition of Points to Quadrature Formulae
• Calculation of Gauss Quadrature Rules
• The Eigen-Values and Singular Values of Integral Equations^†

This page was built for publication: Spectral Tensor-Train Decomposition