xerus

swMATH33056MaRDI QIDQ44767FDOQ44767

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Source code repository: https://github.com/libxerus/xerus

Cited In (6)

• Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format
• Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
• Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats
• Non-intrusive tensor reconstruction for high-dimensional random PDEs
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
• Faster tensor train decomposition for sparse data

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