250085 VO Tensor methods for data science and scientific computing (2022W)
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Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Details
max. 25 participants
Language: English
Examination dates
Friday
27.01.2023
Wednesday
01.02.2023
Monday
06.02.2023
Wednesday
08.03.2023
Thursday
09.03.2023
Monday
17.04.2023
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
04.10.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
05.10.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
11.10.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
12.10.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
18.10.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
19.10.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
25.10.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
08.11.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
09.11.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
15.11.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
16.11.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
22.11.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
23.11.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
29.11.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
30.11.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
06.12.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
07.12.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
13.12.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
14.12.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
10.01.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
11.01.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
17.01.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
18.01.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
24.01.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
25.01.
11:30 - 13:00
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
31.01.
15:00 - 16:30
Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
Oral examination with no aids («closed book»). Bonus points may be awarded for active participation and for work on optional projects and assignments.
Minimum requirements and assessment criteria
Examination topics
The theory and practice of the techniques covered in the course, as presented in the course.
Reading list
Association in the course directory
MAMV
Last modified: Mo 17.04.2023 11:49
* low-rank approximation and analysis of abstract data represented by multi-dimensional arrays
and
* adaptive numerical methods for solving PDE problems.
For the mentioned two areas, however seemingly disjoint, the idea of exactly representing or approximating «data» in a suitable low-dimensional subspace of a large (possibly infinite-dimensional) space is equally natural. The notions of matrix rank and of low-rank matrix approximation, presented in basic courses of linear algebra, are central to one of many possible expressions of this idea.In psychometrics, signal processing, image processing and (vaguely defined) data mining, low-rank tensor decompositions have been studied as a way of formally generalizing the notion of rank from matrices to higher-dimensional arrays (tensors). Several such generalizations have been proposed, including the canonical polyadic (CP) and Tucker decompositions and the tensor-SVD, with the primary motivation of analyzing, interpreting and compressing datasets. In this context, data are often thought of as parametrizations of images, video, social networks or collections of interconnected texts; on the other hand, data representing functions (which often occur in computational mathematics) are remarkable for the possibility of precise analysis.The tensor-train (TT) and the more general hierarchical Tucker decompositions were developed in the community of numerical mathematics, more recently and with particular attention to PDE problems. In fact, exactly the same and very similar representations had long been used for the numerical simulation of many-body quantum systems by computational chemists and physicists under the names of «matrix-product states» (MPS) and «multilayer multi-configuration time-dependent Hartree». These low-rank tensor decompositions are based on subspace approximation, which can be performed adaptively and iteratively, in a multilevel fashion. In a broader context of PDE problems, this leads to numerical methods that are formally based on generic discretizations but effectively operate on adaptive, data-driven discretizations constructed «online», in the course of computation. In several settings, such methods achieve the accuracy of sophisticated problem-specific methods.***The goal of the course is to introduce students to the foundations of modern low-rank tensor methods.
The course is to provide students with ample opportunity for starting own research.