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1. TT-IRT TT-IRT Public

   Inverse Rosenblatt Transform (Conditional Distribution) + MCMC sampling using Tensor Train approximation

   MATLAB 14 3

2. TT-FFT-COV TT-FFT-COV Public

   Field generation and kriging using circulant covariance matrix and TT approximations

   MATLAB 3 1

3. TT-HJB TT-HJB Public

   Tensor Train implementation of Newton policy iteration for Hamilton-Jacobi-Bellman equations

   MATLAB 3 2

4. tamen tamen Public

   MATLAB implementation of the time-dependent AMEn algorithm in the tensor train format with the cell array storage.

   MATLAB 2 4

5. TTRISK TTRISK Public

   TTRISK algorithm for risk averse optimization with tensor trains

   MATLAB 1 1

6. TT-Toolbox TT-Toolbox Public

   Forked from TT-Toolbox/TT-Toolbox

   Well-documented Tensor-train Toolbox for MATLAB.