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]
@article{RohrbachDGS22,
title = {Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format},
author = {Paul B. Rohrbach and Sergey Dolgov and Lars Grasedyck and Robert Scheichl},
year = {2022},
month = {March},
doi = {10.1137/20m1314653},
url = {https://doi.org/10.1137/20m1314653},
researchr = {https://researchr.org/publication/RohrbachDGS22},
cites = {0},
citedby = {0},
journal = {SIAM/ASA J. Uncertain. Quantification},
volume = {10},
number = {1},
pages = {1191-1224},
}