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math.NA2025
Approximation of High-Dimensional Gibbs Distributions with Functional Hierarchical Tensors
Nan Sheng, Xun Tang, Haoxuan Chen +1
The numerical representation of high-dimensional Gibbs distributions is challenging due to the curse of dimensionality manifesting through the intractable normalization constant ca…
math.NA2024
Solving high-dimensional Hamilton-Jacobi-Bellman equation with functional hierarchical tensor
Xun Tang, Nan Sheng, Lexing Ying
This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting…