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]

Authors

Tiangang Cui

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Sergey Dolgov

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Robert Scheichl

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