Uncertainty quantification using tensor train decomposition and polynomial chaos expansion.
If you use this code, please cite this paper
This work uses the tensor train codes in randomizedTT, https://github.com/SAMSI-RandTensors/randomizedTT, Al Daas, Hussam, et al. "Randomized algorithms for rounding in the tensor-train format." SIAM Journal on Scientific Computing 45.1 (2023): A74-A95.
The Newton optimization method is based on the Riemannian gradient descent, Steinlechner, Michael. "Riemannian optimization for high-dimensional tensor completion." SIAM Journal on Scientific Computing 38.5 (2016): S461-S484.