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

Rohrbach, Paul B. (Corresponding author); Dolgov, Sergey (Corresponding author); Grasedyck, Lars (Corresponding author); Scheichl, Robert (Corresponding author)

Philadelphia, Pa : SIAM (2022)
Journal Article

In: SIAM ASA journal on uncertainty quantification
Volume: 10
Issue: 3
Page(s)/Article-Nr.: 1191-1224

Institutions

• Department of Mathematics [110000]
• Institute for Geometry and Practical Mathematics [111400]
• Numerical Analysis Teaching and Research Area [111620]