Approximation and sampling of multivariate probability distributions in the tensor train decomposition

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• Finished

  Tensor product numerical methods for high-dimensional problems in probability and quantum calculations

  Dolgov, S.

  1/01/16 → 31/12/18

  Project: Research council

  • Tensors 100%
  • Tensor Decomposition 59%
  • Tensor 54%
  • Tensor Rank 28%
  • Optimal Control Problem 27%

• Sergey Dolgov Fellowship - Tensor Product Numerical Methods for High-Dimensional Problems in Probablility and Quantum Calculations

  Scheichl, R.

  Engineering and Physical Sciences Research Council

  1/01/16 → 31/12/18

  Project: Research council

  • Tensors 100%
  • Tensor Decomposition 57%
  • Tensor 52%
  • Tensor Rank 30%
  • Approximation 26%