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]

@article{CuiDS24,
  title = {Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events},
  author = {Tiangang Cui and Sergey Dolgov and Robert Scheichl},
  year = {2024},
  month = {February},
  doi = {10.1137/23m1546981},
  url = {https://doi.org/10.1137/23m1546981},
  researchr = {https://researchr.org/publication/CuiDS24},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {46},
  number = {1},
  pages = {1},
}