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Approximation and sampling of multivariate probability distributions in the tensor train decomposition.
Sergey Dolgov
Karim Anaya-Izquierdo
Colin Fox
Robert Scheichl
Published in:
Stat. Comput. (2020)
Keyphrases
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probability distribution
tensor product
tensor decomposition
random variables
random sampling
higher order
uniform sampling
high order
importance sampling
point processes
decomposition method
adaptive sampling
monte carlo
closed form
conditional probabilities
approximation algorithms
data representation
regression model
decomposition algorithm
error bounds
approximation methods
approximation error
sampling methods
sampling algorithm
efficient computation
multivariate data
low rank approximation
edge detection