Gibbs Flow for Approximate Transport with Applications to Bayesian Computation
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Publication:5087396
DOI10.1111/RSSB.12404OpenAlexW3123982523MaRDI QIDQ5087396FDOQ5087396
Authors: Jeremy Heng, Arnaud Doucet, Yvo Pokern
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.08787
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Cited In (10)
- Coupling techniques for nonlinear ensemble filtering
- Multivariate feedback particle filter rederived from the splitting-up scheme
- On Large Lag Smoothing for Hidden Markov Models
- An Invitation to Sequential Monte Carlo Samplers
- Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport
- Sequential Monte Carlo with transformations
- Constructing sampling schemes via coupling: Markov semigroups and optimal transport
- Inference via low-dimensional couplings
- The transport map computed by iterated function system
- Tensor rank reduction via coordinate flows
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