Gibbs flow for approximate transport with applications to Bayesian computation
Let 𝜋0 and 𝜋1 be two distributions on the Borel space (ℝ𝑑,𝔅(ℝ𝑑)) . Any measurable function 𝑇:ℝ𝑑→ℝ𝑑 such that 𝑌=𝑇(𝑋)∼𝜋1 if 𝑋∼𝜋0 is called a transport map from 𝜋0 to 𝜋1 . For any 𝜋0 and 𝜋1 , if one could obtain an analytical expression for a transport map from 𝜋0 to 𝜋1 , then this...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Wiley
2021
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