Computing f‐divergences and distances of high‐dimensional probability density functions
Kullback-Leibler divergencelow-rank approximationtensor representationcomputational algorithms\(f\)-divergencehigh-dimensional probability density
Computational methods for problems pertaining to probability theory (60-08) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Computational methods for problems pertaining to statistics (62-08) Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic models, generic numerical methods in probability and statistics (65C20) Measures of information, entropy (94A17) Multidimensional problems (41A63) Interpolation in approximation theory (41A05) Approximation by arbitrary linear expressions (41A45) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
- Rank bounds for approximating Gaussian densities in the tensor-train format
- Iterative algorithms for the post-processing of high-dimensional data
- Approximation of high-dimensional rank one tensors
- Tractability of the approximation of high-dimensional rank one tensors
- Infinite-dimensional divergence information analysis
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