Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format

Paul B. Rohrbach, Sergey Dolgov, Lars Grasedyck, Robert Scheichl. Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format. SIAM/ASA J. Uncertain. Quantification, 10(1):1191-1224, March 2022. [doi]

Abstract

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