Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events (Q6189161): Difference between revisions

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scientific article; zbMATH DE number 7801539

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English	Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events	scientific article; zbMATH DE number 7801539

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title

Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events (English)

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SIAM Journal on Scientific Computing

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publication date

8 February 2024

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full work available at URL

https://arxiv.org/abs/2209.01941

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zbMATH Keywords

rare events

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Bayesian inference

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inverse problems

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tensor train

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transport maps

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Publication

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cites work

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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Spectral Tensor-Train Decomposition

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An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting

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Non‐linear model reduction for uncertainty quantification in large‐scale inverse problems

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Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

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Transport Map Accelerated Markov Chain Monte Carlo

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Multifidelity importance sampling

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Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation

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

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Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation

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Mathematics(1 entry)

mardi Publication:6189161

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