Computing f-Divergences and Distances of High-Dimensional Probability Density Functions -- Low-Rank Tensor Approximations

Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal with high-dimensional random variables (RVs). A high-dimensional RV can be described by its probability density (pdf) and/or by the corresponding probability characteristic functions (pcf), or by a polyno...

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Hauptverfasser:	Litvinenko, Alexander, Marzouk, Youssef, Matthies, Hermann G, Scavino, Marco, Spantini, Alessio
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Numerical Analysis Mathematics - Numerical Analysis Mathematics - Probability Statistics - Computation
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