Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference

DOI10.1137/21M1454018zbMath1506.62270arXiv2102.06350OpenAlexW3129383691MaRDI QIDQ5880609

Wuchen Li, Peng Chen, Yi-Fei Wang

Publication date: 3 March 2023

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

Full work available at URL: https://arxiv.org/abs/2102.06350

zbMATH Keywords

dimension reductionBayesian inferenceWasserstein gradient flow

Mathematics Subject Classification ID

Bayesian inference (62F15)

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