arXiv subjects

Dmitry Savostyanov

Publications and source records attributed to Dmitry Savostyanov.

6 recordsLinked to original sources

arXiv2025

Tensor cross interpolation for global discrete optimization with application to Bayesian network inference

Global discrete optimization is notoriously difficult due to the lack of gradient information and the curse of dimensionality, making exhaustive search infeasible. Tensor cross approximation is an efficient technique to approximate multivariate tensors (and discretized functions) by tensor product decompositions based on a small number of tensor elements, evaluated on adaptively selected fibers of the tensor, that intersect on submatrices of (nearly) maximum volume. The submatrices of maximum volume are empirically known to contain large elements, hence the entries selected for cross interpolation can also be good candidates for the globally maximal element within the tensor. In this paper we consider evolution of epidemics on networks, and infer the contact network from observations of network nodal states over time. By numerical experiments we demonstrate that the contact network can be inferred accurately by finding the global maximum of the likelihood using tensor cross interpolation. The proposed tensor product approach is flexible and can be applied to global discrete optimization for other problems, e.g. discrete hyperparameter tuning.

stat.CO↗

arXiv2024

Tensor product algorithms for inference of contact network from epidemiological data

We consider a problem of inferring contact network from nodal states observed during an epidemiological process. In a black--box Bayesian optimisation framework this problem reduces to a discrete likelihood optimisation over the set of possible networks. The cardinality of this set grows combinatorially with the number of network nodes, which makes this optimisation computationally challenging. For each network, its likelihood is the probability for the observed data to appear during the evolution of the epidemiological process on this network. This probability can be very small, particularly if the network is significantly different from the ground truth network, from which the observed data actually appear. A commonly used stochastic simulation algorithm struggles to recover rare events and hence to estimate small probabilities and likelihoods. In this paper we replace the stochastic simulation with solving the chemical master equation for the probabilities of all network states. Since this equation also suffers from the curse of dimensionality, we apply tensor train approximations to overcome it and enable fast and accurate computations. Numerical simulations demonstrate efficient black--box Bayesian inference of the network.

stat.CO↗

arXiv2024

Guessing Random Additive Noise Decoding of Network Coded Data Transmitted over Burst Error Channels

We consider a transmitter that encodes data packets using network coding and broadcasts coded packets. A receiver employing network decoding recovers the data packets if a sufficient number of error-free coded packets are gathered. The receiver does not abandon its efforts to recover the data packets if network decoding is unsuccessful; instead, it employs syndrome decoding (SD) in an effort to repair erroneous received coded packets, and then reattempts network decoding. Most decoding techniques, including SD, assume that errors are independently and identically distributed within received coded packets. Motivated by the guessing random additive noise decoding (GRAND) framework, we propose transversal GRAND (T-GRAND): an algorithm that exploits statistical dependence in the occurrence of errors, complements network decoding and recovers all data packets with a higher probability than SD. T-GRAND examines error vectors in order of their likelihood of occurring and altering the transmitted packets. Calculation and sorting of the likelihood values of all error vectors is a simple but computationally expensive process. To reduce the complexity of T-GRAND, we take advantage of the properties of the likelihood function and develop an efficient method, which identifies the most likely error vectors without computing and ordering all likelihood values.

cs.IT↗

arXiv2019

Parallel cross interpolation for high-precision calculation of high-dimensional integrals

We propose a parallel version of the cross interpolation algorithm and apply it to calculate high-dimensional integrals motivated by Ising model in quantum physics. In contrast to mainstream approaches, such as Monte Carlo and quasi Monte Carlo, the samples calculated by our algorithm are neither random nor form a regular lattice. Instead we calculate the given function along individual dimensions (modes) and use this data to reconstruct its behaviour in the whole domain. The positions of the calculated univariate fibers are chosen adaptively for the given function. The required evaluations can be executed in parallel both along each mode (variable) and over all modes. To demonstrate the efficiency of the proposed method, we apply it to compute high-dimensional Ising susceptibility integrals, arising from asymptotic expansions for the spontaneous magnetisation in two-dimensional Ising model of ferromagnetism. We observe strong superlinear convergence of the proposed method, while the MC and qMC algorithms converge sublinearly. Using multiple precision arithmetic, we also observed exponential convergence of the proposed algorithm. Combining high-order convergence, almost perfect scalability up to hundreds of processes, and the same flexibility as MC and qMC, the proposed algorithm can be a new method of choice for problems involving high-dimensional integration, e.g. in statistics, probability, and quantum physics.

math.NA↗

arXiv2019

Tensor product approach to quantum control

In this proof-of-concept paper we show that tensor product approach is efficient for control of large quantum systems, such as Heisenberg spin wires, which are essential for emerging quantum computing technologies. We compute optimal control sequences using GRAPE method, applying the recently developed tAMEn algorithm to calculate evolution of quantum states represented in the tensor train format to reduce storage. Using tensor product algorithms we can overcome the curse of dimensionality and compute the optimal control pulse for a 41 spin system on a single workstation with fully controlled accuracy and huge savings of computational time and memory. The use of tensor product algorithms opens new approaches for development of quantum computers with 50 to 100 qubits.

math.NA↗

arXiv2010

Fast truncation of mode ranks for bilinear tensor operations

We propose a fast algorithm for mode rank truncation of the result of a bilinear operation on 3-tensors given in the Tucker or canonical form. If the arguments and the result have mode sizes n and mode ranks r, the computation costs $O(nr^3 + r^4)$. The algorithm is based on the cross approximation of Gram matrices, and the accuracy of the resulted Tucker approximation is limited by square root of machine precision.

math.NA↗