Parallel cross interpolation for high-precision calculation of high-dimensional integrals
From MaRDI portal
Publication:2698750
DOI10.1016/j.cpc.2019.106869MaRDI QIDQ2698750
Dmitry V. Savostyanov, Sergey V. Dolgov
Publication date: 25 April 2023
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.11554
parallel algorithms; high-dimensional integration; tensor train format; high precision; Ising integrals; cross interpolation
Related Items
Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation, Randomized Algorithms for Rounding in the Tensor-Train Format, Tensor product approach to modelling epidemics on networks, Iterative algorithms for the post-processing of high-dimensional data, Tensor-train numerical integration of multivariate functions with singularities
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tensor Decompositions and Applications
- Tensor-Train Decomposition
- TT-cross approximation for multidimensional arrays
- Algorithms for the symbolic integration of hyperlogarithms with applications to Feynman integrals
- Low-rank approximation in the numerical modeling of the Farley-Buneman instability in ionospheric plasma
- QTT-rank-one vectors with QTT-rank-one and full-rank Fourier images
- Parallel tensor sampling in the hierarchical Tucker format
- New accuracy estimates for pseudoskeleton approximations of matrices
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
- Error estimates for two-dimensional cross approximation
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Quasioptimality of skeleton approximation of a matrix in the Chebyshev norm
- Fast tensor product solvers for optimization problems with fractional differential equations as constraints
- Low-rank Kronecker-product approximation to multi-dimensional nonlocal operators I. Separable approximation of multi-variate functions
- Sparse high order FEM for elliptic sPDEs
- Mosaic-skeleton approximations
- Finitely correlated states on quantum spin chains
- A geometric analysis of Gaussian elimination. II
- Pseudo-skeleton approximations by matrices of maximal volume
- A theory of pseudoskeleton approximations
- The growth factor and efficiency of Gaussian elimination with rook pivoting
- Kronecker-product approximations for some function-related matrices.
- Incomplete cross approximation in the mosaic-skeleton method
- On the existence and computation of rank-revealing LU factorizations
- Approximation of boundary element matrices
- The Rook's pivoting strategy
- Rectangular maximum-volume submatrices and their applications
- Superfast Fourier transform using QTT approximation
- A good submatrix is hard to find
- Quasi-Monte Carlo integration
- Black box approximation of tensors in hierarchical Tucker format
- Quasioptimality of maximum-volume cross interpolation of tensors
- A new scheme for the tensor representation
- Approximation and sampling of multivariate probability distributions in the tensor train decomposition
- Tensor trains approximation estimates in the Chebyshev norm
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- High-precision arithmetic in mathematical physics
- Superfast solution of linear convolutional Volterra equations using QTT approximation
- An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
- Parallel ALS Algorithm for Solving Linear Systems in the Hierarchical Tucker Representation
- Inverse problems: A Bayesian perspective
- Simultaneous state-time approximation of the chemical master equation using tensor product formats
- Hierarchical Singular Value Decomposition of Tensors
- Cross approximation in tensor electron density computations
- Tensor Spaces and Numerical Tensor Calculus
- Semi-optimal bases for linear dependencies
- Integrals of the Ising class
- Hierarchical Tensor Approximation of Output Quantities of Parameter-Dependent PDEs
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- Verification of the cross 3D algorithm on quantum chemistry data
- Fast Revealing of Mode Ranks of Tensor in Canonical Form
- Updating the Inverse of a Matrix
- On the singularity structure of the 2D Ising model susceptibility
- Error Analysis of Direct Methods of Matrix Inversion
- Quasi-Monte Carlo methods and pseudo-random numbers
- Literature survey on low rank approximation of matrices
- The Exponential Accuracy of Fourier and Chebyshev Differencing Methods
- Efficient Algorithms for Computing a Strong Rank-Revealing QR Factorization
- Solution of Linear Systems and Matrix Inversion in the TT-Format
- Fast Solution of Parabolic Problems in the Tensor Train/Quantized Tensor Train Format with Initial Application to the Fokker--Planck Equation
- A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs
- Preconditioners and Tensor Product Solvers for Optimal Control Problems from Chemotaxis
- Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs
- A Review on Adaptive Low-Rank Approximation Techniques in the Hierarchical Tensor Format
- Corrected One-Site Density Matrix Renormalization Group and Alternating Minimal Energy Algorithm
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- Sparse grids
- Tucker Dimensionality Reduction of Three-Dimensional Arrays in Linear Time
- Chebfun in Three Dimensions
- An Extension of Chebfun to Two Dimensions
- High-dimensional integration: The quasi-Monte Carlo way
- Fast Monte Carlo Algorithms for Matrices III: Computing a Compressed Approximate Matrix Decomposition
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Approximation of 1/x by exponential sums in [1, ∞)
- Tensor numerical methods for multidimensional PDES: theoretical analysis and initial applications
- The Monte Carlo Method
- Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
- The Spontaneous Magnetization of a Two-Dimensional Ising Model
