Deep composition of tensor-trains using squared inverse Rosenblatt transports
From MaRDI portal
Publication:2098237
DOI10.1007/s10208-021-09537-5zbMath1505.65191arXiv2007.06968MaRDI QIDQ2098237
Sergey V. Dolgov, Tiangang Cui
Publication date: 17 November 2022
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.06968
inverse problems; uncertainty quantification; tensor-train; deep transport maps; Rosenblatt transport
65C05: Monte Carlo methods
65D15: Algorithms for approximation of functions
65D32: Numerical quadrature and cubature formulas
15A69: Multilinear algebra, tensor calculus
65F99: Numerical linear algebra
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Uses Software
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