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Sallandt, Leon
2 publications
JMLR
2024
From Continuous-Time Formulations to Discretization Schemes: Tensor Trains and Robust Regression for BSDEs and Parabolic PDEs
Lorenz Richter
,
Leon Sallandt
,
Nikolas Nüsken
ICML
2021
Solving High-Dimensional Parabolic PDEs Using the Tensor Train Format
Lorenz Richter
,
Leon Sallandt
,
Nikolas Nüsken