Approximation and sampling of multivariate probability distributions in the tensor train decomposition.
Sergey DolgovKarim Anaya-IzquierdoColin FoxRobert ScheichlPublished in: Stat. Comput. (2020)
Keyphrases
- 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