Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format
DOI10.1137/20M1314653zbMath1505.65195arXiv2001.08187OpenAlexW3002052860MaRDI QIDQ5052901
Paul B. Rohrbach, Lars Grasedyck, Sergey V. Dolgov, Robert Scheichl
Publication date: 25 November 2022
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.08187
Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32) Multilinear algebra, tensor calculus (15A69) Numerical linear algebra (65F99) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
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