Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events

Tiangang Cui, Sergey Dolgov, Robert Scheichl. Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events. SIAM J. Scientific Computing, 46(1):1, February 2024. [doi]

Abstract

Abstract is missing.