Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events
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Publication:6189161
DOI10.1137/23m1546981arXiv2209.01941WikidataQ129530654 ScholiaQ129530654MaRDI QIDQ6189161
Tiangang Cui, Sergey V. Dolgov, Robert Scheichl
Publication date: 8 February 2024
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.01941
Factorization of matrices (15A23) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32) Multilinear algebra, tensor calculus (15A69) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Numerical solution of inverse problems involving ordinary differential equations (65L09)
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