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A PyTorch implementation of the deep inverse Rosenblatt transport (DIRT) algorithm.

Project description

deep-tensor-py

Unit tests Docs build PyPI version

This package contains a PyTorch implementation of the deep inverse Rosenblatt transport (DIRT) algorithm introduced by Cui and Dolgov [1].

Installation

To install the package, use pip:

pip install deep-tensor-py

The package can then be imported using

import deep_tensor as dt

Examples and Documentation

Examples and documentation are available on the package website.

References

[1] Cui, T and Dolgov, S (2022). Deep composition of tensor-trains using squared inverse Rosenblatt transports. Foundations of Computational Mathematics 22, 1863–1922.

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