Bayesian inference with optimal maps
نویسندگان
چکیده
منابع مشابه
Bayesian inference with optimal maps
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving map is established by formulating the problem in the context of optimal transport theory. We discuss various means of explicitly parameterizing the map and com...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2012
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2012.07.022