Tensor Analysis and Fusion of Multimodal Brain Images

Current high-throughput data acquisition technologies probe dynamical systems with different imaging modalities, generating massive data sets at different spatial and temporal resolutions posing challenging problems in multimodal data fusion. A case in point is the attempt to parse out the brain structures and networks that underpin human cognitive processes by analysis of different neuroimaging modalities (functional MRI, EEG, NIRS etc.). We emphasize that the multimodal, multi-scale nature of neuroimaging data is well reflected by a multi-way (tensor) structure where the underlying processes can be summarized by a relatively small number of components or "atoms". We introduce Markov-Penrose diagrams - an integration of Bayesian DAG and tensor network notation in order to analyze these models. These diagrams not only clarify matrix and tensor EEG and fMRI time/frequency analysis and inverse problems, but also help understand multimodal fusion via Multiway Partial Least Squares and Coupled Matrix-Tensor Factorization. We show here, for the first time, that Granger causal analysis of brain networks is a tensor regression problem, thus allowing the atomic decomposition of brain networks. Analysis of EEG and fMRI recordings shows the potential of the methods and suggests their use in other scientific domains.Comment: 23 pages, 15 figures, submitted to Proceedings of the IEE

Multidimensional approximation of nonlinear dynamical systems

A key task in the field of modeling and analyzing nonlinear dynamical systems is the recovery of unknown governing equations from measurement data only. There is a wide range of application areas for this important instance of system identification, ranging from industrial engineering and acoustic signal processing to stock market models. In order to find appropriate representations of underlying dynamical systems, various data-driven methods have been proposed by different communities. However, if the given data sets are high-dimensional, then these methods typically suffer from the curse of dimensionality. To significantly reduce the computational costs and storage consumption, we propose the method multidimensional approximation of nonlinear dynamical systems (MANDy) which combines data-driven methods with tensor network decompositions. The efficiency of the introduced approach will be illustrated with the aid of several high-dimensional nonlinear dynamical systems

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page

The Tensor Networks Anthology: Simulation techniques for many-body quantum lattice systems

We present a compendium of numerical simulation techniques, based on tensor network methods, aiming to address problems of many-body quantum mechanics on a classical computer. The core setting of this anthology are lattice problems in low spatial dimension at finite size, a physical scenario where tensor network methods, both Density Matrix Renormalization Group and beyond, have long proven to be winning strategies. Here we explore in detail the numerical frameworks and methods employed to deal with low-dimension physical setups, from a computational physics perspective. We focus on symmetries and closed-system simulations in arbitrary boundary conditions, while discussing the numerical data structures and linear algebra manipulation routines involved, which form the core libraries of any tensor network code. At a higher level, we put the spotlight on loop-free network geometries, discussing their advantages, and presenting in detail algorithms to simulate low-energy equilibrium states. Accompanied by discussions of data structures, numerical techniques and performance, this anthology serves as a programmer's companion, as well as a self-contained introduction and review of the basic and selected advanced concepts in tensor networks, including examples of their applications.Comment: 115 pages, 56 figure

Nonparametric Estimation of Multi-View Latent Variable Models

Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to mixtures of discrete or Gaussian distributions. In this paper, we propose a kernel method for learning multi-view latent variable models, allowing each mixture component to be nonparametric. The key idea of the method is to embed the joint distribution of a multi-view latent variable into a reproducing kernel Hilbert space, and then the latent parameters are recovered using a robust tensor power method. We establish that the sample complexity for the proposed method is quadratic in the number of latent components and is a low order polynomial in the other relevant parameters. Thus, our non-parametric tensor approach to learning latent variable models enjoys good sample and computational efficiencies. Moreover, the non-parametric tensor power method compares favorably to EM algorithm and other existing spectral algorithms in our experiments