Bayesian inference with optimal maps
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving map is established by formulating the problem in the context o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Elsevier
2015
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| Online Access: | http://hdl.handle.net/1721.1/99466 https://orcid.org/0000-0001-8242-3290 |