A transport-based multifidelity preconditioner for Markov chain Monte Carlo

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Cited In (11)

Generative stochastic modeling of strongly nonlinear flows with non-Gaussian statistics
Deep composition of tensor-trains using squared inverse Rosenblatt transports
Solving linear Bayesian inverse problems using a fractional total variation-Gaussian (FTG) prior and transport map
Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference
A transport-based multifidelity preconditioner for Markov chain Monte Carlo
9 Kernel methods for surrogate modeling
A multifidelity Monte Carlo method for realistic computational budgets
Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models
Adaptive sampling-based quadrature rules for efficient Bayesian prediction
Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems

Uses Software

TransportMaps

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