Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
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Publication:6158090
DOI10.1016/j.jcp.2023.112103arXiv2106.04170MaRDI QIDQ6158090
Olivier Zahm, Sergey V. Dolgov, Tiangang Cui
Publication date: 31 May 2023
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.04170
inverse problemsMarkov chain Monte Carlodimension reductionapproximate Bayesian computationgenerative modelstensor traintransport maps
Parametric inference (62Fxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)
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