Black Box Approximation in the Tensor Train Format Initialized by ANOVA Decomposition
Author:
Affiliation:
1. Skolkovo Institute of Science and Technology, Moscow, 121205, Russia.
2. Skolkovo Institute of Science and Technology, Moscow, 121205, Russia, and AIRI, Moscow, Russia.
Funder
Ministry of Education and Science of the Russian Federation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Reference30 articles.
1. Sensitivity measures,anova-like Techniques and the use of bootstrap
2. Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
3. Hierarchical Tensor Approximation of Output Quantities of Parameter-Dependent PDEs
4. Tensor approximation of cooperative games and their semivalues
5. Sobol tensor trains for global sensitivity analysis
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