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Study of Low Rank Approximation of Tensorial Data Set via Non-convex Regularization

Study of Low Rank Approximation of Tensorial Data Set via Non-convex Regularization
基于非凸正则化的张量数据集低秩逼近研究
批准号:
1854638
负责人:
MingQing Xiao
金额:
$15.11万
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2019
资助国家:
美国
项目状态:
已结题
起止时间:
2019-08-01 至 2022-07-31

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中文摘要
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英文摘要
Low rank approximation of higher-order tensors is highly desirable in various practical applications and is becoming a main theme in processing multi-dimensional arrays efficiently and effectively. Quite often in many applications, due to some local similarity or certain periodicity of a highly multidimensional array such as in image processing, the rank of such tensor usually appears to be significantly lower than its size. When a multi-dimensional array is governed by a low-rank structure, the handling of such a dataset becomes much more approachable, and more importantly, the low rank property indicates that the dataset can be significantly compressed in a meaningful way. This explains why the low rank characteristic is so attractive and practically useful in various applications. The broader significance and importance of this project are mainly reflected by two aspects: firstly, the project aims to promote the creation and development of the next generation of mathematical theory/tools for handling and processing high dimensional data sets more effectively and more efficiently, leading to expand the existing methodology; secondly, the project will enhance the multidisciplinary program for graduate/undergraduate student training and promote the mathematical learning interests for K-12 students in the local community, a rural area at Southern Illinois with many low-income families. During the last decade, the low rank approximation of tensors mainly focuses on convex regularization, and the approach appears to be insufficient due to the limitations of convex formulation. In this proposal, we will develop the low rank approximation of tensors via non-convex regularization, which currently is not well established yet for the study of multi-dimensional datasets. There exists very few study for tensors under the non-convex formulation at this point. In this proposal, we propose a framework in which equivalent problems can be formulated in the Fourier domain, where tensor ranks can be characterized in a more approachable way. In this framework, the non-convex formulation can provide more effective approach for tensor related problems than the existing methods.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.
期刊论文(2)
专著(0)
科研奖励(0)
会议论文
Multilinear PageRank: Uniqueness, error bound and perturbation analysis
多线性 PageRank:唯一性、误差范围和扰动分析
DOI: 10.1016/j.apnum.2020.05.022
发表时间: 2020-10
期刊: Applied Numerical Mathematics
影响因子: 2.8
作者: [Li Wen, Liu Dongdong, Vong Seak-Weng, Xiao Mingqing]
通讯作者: Xiao Mingqing
Short maturity conditional Asian options in local volatility models
本地波动率模型中的短期有条件亚洲期权
DOI: 10.1007/s11579-020-00257-y
发表时间: 2020
期刊: Mathematics and Financial Economics
影响因子: 1.6
作者: [Yao, Nian, Ling, Zhichao, Zhang, Jieyu, Xiao, Mingqing]
通讯作者: Xiao, Mingqing
Numerical Approximation of Joint Spectral Radius by Lower Rank Matrix Sets
Study of Observability of Nonlinear Distributed Parameter Systems with Applications to Aeroengines and Chemical Reactions
Symposium of New Trends in Nonlinear Dynamics and Control, and their Applications
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