Computing f-Divergences and Distances of High-Dimensional Probability Density Functions - Low-Rank Tensor Approximations. - Alexander Litvinenko; Youssef M. Marzouk; Hermann G. Matthies; Marco Scavino; Alessio Spantini (CoRR, 2021)

Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. - Renzo Caballero; Ahmed Kebaier; Marco Scavino; Raúl Tempone (Stat. Comput., 2021)

Computing f -divergences and distances of high-dimensional probability density functions. - Alexander Litvinenko; Youssef M. Marzouk; Hermann G. Matthies; Marco Scavino; Alessio Spantini (Numer. Linear Algebra Appl., 2023)