Approximation and sampling of multivariate probability distributions in the tensor train decomposition

Sergey Dolgov, Karim Anaya-Izquierdo, Colin Fox, Robert Scheichl. Approximation and sampling of multivariate probability distributions in the tensor train decomposition. Statistics and Computing, 30(3):603-625, 2020. [doi]

Authors

Sergey Dolgov

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Karim Anaya-Izquierdo

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Colin Fox

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Robert Scheichl

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