Conditional sampling with monotone GANs: from generative models to likelihood-free inference

DOI10.1137/23M1581546zbMATH Open1545.49043MaRDI QIDQ6587628FDOQ6587628

Authors: Ricardo Baptista, Bamdad Hosseini, Nikola B. Kovachki, Youssef M. Marzouk 

Publication date: 14 August 2024

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Recommendations

• On the representation and learning of monotone triangular transport maps
• Adversarial sampling of unknown and high-dimensional conditional distributions
• Asymptotically exact inference in differentiable generative models

zbMATH Keywords

likelihood-free inferencenormalizing flowsoptimal transportconditional simulationgenerative adversarial networks (GANs)measure transport

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal transportation (49Q22) Probability measures on topological spaces (60B05) Nonparametric inference and fuzziness (62G86)

Cites Work

• Measure theory. Vol. I and II
• Remarks on a Multivariate Transformation
• Statistical and computational inverse problems.
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Integral Probability Metrics and Their Generating Classes of Functions
• Title not available (Why is that?)
• Optimal Transport
• Contributions to the theory of convex bodies
• Inverse problems: a Bayesian perspective
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian inference with optimal maps
• Existence and uniqueness of monotone measure-preserving maps
• Vector quantile regression: an optimal transport approach
• Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
• MCMC methods for functions: modifying old algorithms to make them faster
• From Knothe's Transport to Brenier's Map and a Continuation Method for Optimal Transport
• The Elements of Statistical Learning
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Triangular transformations of measures
• On continuity equations in infinite dimensions with non-Gaussian reference measure
• Well-posed Bayesian geometric inverse problems arising in subsurface flow
• Likelihood-informed dimension reduction for nonlinear inverse problems
• Convergence in distribution of conditional expectations
• Dimension-independent likelihood-informed MCMC
• Convergence results for conditional expectations
• Direct conditional probability density estimation with sparse feature selection
• Transport map accelerated Markov chain Monte Carlo
• Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
• Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
• Coupling techniques for nonlinear ensemble filtering
• Title not available (Why is that?)
• The frontier of simulation-based inference
• Adversarial sampling of unknown and high-dimensional conditional distributions
• Nonlinear Transformations of Convex Measures
• Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions
• Sparse approximation of triangular transports. I: The finite-dimensional case
• Sparse approximation of triangular transports. II: The infinite-dimensional case
• Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
• On the representation and learning of monotone triangular transport maps

Cited In (2)

• GANs and Closures: Micro-Macro Consistency in Multiscale Modeling
• Conditional score-based diffusion models for solving inverse elasticity problems

This page was built for publication: Conditional sampling with monotone GANs: from generative models to likelihood-free inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6587628)