Projecting basis functions with tensor networks for Gaussian process regression

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on the total number of basis functions M. We develop an approach that allows us to use an exponential amount...

Enabling Large-Scale Probabilistic Seizure Detection with a Tensor-Network Kalman Filter for LS-SVM

Recent advancements in wearable EEG devices have highlighted the importance of accurate seizure detection algorithms, yet the ever-increasing size of the generated datasets poses a significant challenge to existing seizure detection methods based on kernel machines. Typically, this problem is mitigated by significantly undersampling the...

Bayesian Framework for a MIMO Volterra Tensor Network

This paper proposes a Bayesian Volterra tensor network (TN) to solve high-order discrete nonlinear multiple-input multiple-output (MIMO) Volterra system identification problems. Using a low-rank tensor network to compress all Volterra kernels at once, we avoid the exponential growth of monomials with respect to the order of the Volterra...

Improving the Computational Speed of a Tensor-Networked Kalman Filter for Streaming Video Completion

Streaming video completion is the practice that aims to fill in missing or corrupted pixels in a video stream by using past uncorrupted data. A method to tackle this problem is recently introduced called a Tensor Networked Kalman Filter (TNKF). It shows promising results in terms of performance compared to state-of-the-art methods for high...

Tensor-Networked Square-Root Kalman Filter for Online Video Completion

Online video completion aims to complete corrupted frames of a video in an online fashion. Consider a surveillance camera that suddenly outputs corrupted data, where up to 95% of the pixels per frame are corrupted. Real time video completion and correction is often desirable in such scenarios. Therefore, this thesis improves the Tensor-Networked...

Batch Bayesian Learning of Large-Scale LS-SVMs Based on Low-rank Tensor Networks

Least Squares Support Vector Machines (LS-SVMs) are state-of-the-art learning algorithms that have been widely used for pattern recognition. The solution for an LS-SVM is found by solving a system of linear equations, which involves the computational complexity of O(N^3). When datasets get larger, solving LS-SVM problems with standard methods...

Recursive Tensor Network Bayesian Learning of Large-Scale LS-SVMs

Least-squares support-vector-machines are a frequently used supervised learning method for nonlinear regression and classification. The method can be implemented by solving either its primal problem or dual problem. In the dual problem a linear system needs to be solved, yet for large-scale problems this can be impractical as current methods...

Tensor Network B-splines for high-dimensional function approximation

B-splines are basis functions for the spline function space and are extensively used in applications requiring function approximation. The generalization of B-splines to multiple dimensions is done through tensor products of their univariate basis functions. The number of basis functions and weights that define a multivariate B-spline surface,...

Nonlinear system identification with regularized Tensor Network B-splines

This article introduces the Tensor Network B-spline (TNBS) model for the regularized identification of nonlinear systems using a nonlinear autoregressive exogenous (NARX) approach. Tensor network theory is used to alleviate the curse of dimensionality of multivariate B-splines by representing the high-dimensional weight tensor as a low-rank...

A tensor approach to linear parameter varying system identification