We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the continuous case, we assume that the density with respect to the Lebesgue measure satisfies a generalized multi-view model, meaning that it is $β$-H{ö}lder and can be decomposed as a sum of $K$ components, each of which is a product of one-dimensional functions. In both settings, we propose estimators that achieve, up to logarithmic factors, the minimax optimal convergence rates under such low-rank constraints. In the discrete case, the proposed estimator is adaptive to the rank $K$. In the continuous case, our estimator converges with the $L_1$ rate $\min((K/n)^{β/(2β+1)}, n^{-β/(2β+2)})$ up to logarithmic factors, and it is adaptive to the unknown support as well as to the smoothness $β$ and to the unknown number of separable components $K$. We present efficient algorithms for computing our estimators.