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Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events.

Tiangang CuiSergey DolgovRobert Scheichl
Published in: SIAM J. Sci. Comput. (2024)
Keyphrases
  • rare events
  • importance sampling
  • monte carlo
  • particle filter
  • kalman filter
  • higher order
  • markov chain
  • fraud detection
  • distributed data
  • graph cuts
  • sample size
  • class imbalance