2 papers
math.PR2026
Quantization of Probability Distributions via Divide-and-Conquer: Convergence and Error Propagation under Distributional Arithmetic Operations
Bilgesu Arif Bilgin, Olof Hallqvist Elias, Michael Selby +1
This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerica…
math.NA2025
A Tensor Train Approach for Deterministic Arithmetic Operations on Discrete Representations of Probability Distributions
Gerhard Kirsten, Bilgesu Bilgin, Janith Petangoda +1
Computing with discrete representations of high-dimensional probability distributions is fundamental to uncertainty quantification, Bayesian inference, and stochastic modeling. How…