Functional tensor trains plus BSDE regression solve the HJB score PDE, yielding a fast low-rank sampler that outperforms neural diffusion methods on multimodal targets.
The classical representation of a TT from(20) is prone to rounding errors, when trying to accessC[α] with α= (α 1,
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Tensor Train Diffusion: Leveraging Low-Rank Structures for High-Dimensional Score-Based Sampling
Functional tensor trains plus BSDE regression solve the HJB score PDE, yielding a fast low-rank sampler that outperforms neural diffusion methods on multimodal targets.