Conditional sampling with monotone GANs: from generative models to likelihood-free inference
From MaRDI portal
Publication:6587628
DOI10.1137/23m1581546zbMATH Open1545.49043MaRDI QIDQ6587628
Nikola B. Kovachki, Youssef M. Marzouk, Bamdad Hosseini, Ricardo Baptista
Publication date: 14 August 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
conditional simulationoptimal transportlikelihood-free inferencegenerative adversarial networks (GANs)measure transportnormalizing flows
Probability measures on topological spaces (60B05) Bayesian inference (62F15) Nonparametric inference and fuzziness (62G86) Optimal transportation (49Q22)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Vector quantile regression: an optimal transport approach
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- Bayesian inference with optimal maps
- Direct conditional probability density estimation with sparse feature selection
- Contributions to the theory of convex bodies
- Convergence in distribution of conditional expectations
- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- Statistical and computational inverse problems.
- Existence and uniqueness of monotone measure-preserving maps
- Adversarial sampling of unknown and high-dimensional conditional distributions
- On continuity equations in infinite dimensions with non-Gaussian reference measure
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Dimension-independent likelihood-informed MCMC
- Convergence results for conditional expectations
- Sparse approximation of triangular transports. I: The finite-dimensional case
- Sparse approximation of triangular transports. II: The infinite-dimensional case
- Inverse problems: A Bayesian perspective
- Well-posed Bayesian geometric inverse problems arising in subsurface flow
- Likelihood-informed dimension reduction for nonlinear inverse problems
- Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
- From Knothe's Transport to Brenier's Map and a Continuation Method for Optimal Transport
- Transport Map Accelerated Markov Chain Monte Carlo
- Integral Probability Metrics and Their Generating Classes of Functions
- Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
- Coupling Techniques for Nonlinear Ensemble Filtering
- The frontier of simulation-based inference
- Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions
- Nonlinear Transformations of Convex Measures
- Triangular transformations of measures
- Remarks on a Multivariate Transformation
- Optimal Transport
- MCMC methods for functions: modifying old algorithms to make them faster
- Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
- The Elements of Statistical Learning
- On the representation and learning of monotone triangular transport maps
Related Items (1)
This page was built for publication: Conditional sampling with monotone GANs: from generative models to likelihood-free inference