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Fast high-dimensional integration using tensor networks

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  • Sebastian Cassel

Abstract

The design and application of regression-free tensor network representations for integration is presented. Tensor network methods are demonstrated to outperform Monte Carlo for test problems, and exponential convergence is shown to be achievable for a non-analytic integrand.

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  • Sebastian Cassel, 2022. "Fast high-dimensional integration using tensor networks," Papers 2202.09780, arXiv.org.
    • Handle: RePEc:arx:papers:2202.09780
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    File URL: http://arxiv.org/pdf/2202.09780
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