2 papers
math.NA2018
Variational Monte Carlo - Bridging Concepts of Machine Learning and High Dimensional Partial Differential Equations
Martin Eigel, Reinhold Schneider, Philipp Trunschke +1
A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected mod…
math.NA2017
A Randomized Tensor Train Singular Value Decomposition
Benjamin Huber, Reinhold Schneider, Sebastian Wolf
The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fund…