TransportMaps
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Sequential inference via low-dimensional couplings
Sparsity identification algorithm (SING)
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TransportMaps
Algorithms
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Algorithms
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A number of algorithms have been and are being developed on top of the transport map framework.
Sequential inference via low-dimensional couplings
Low-dimensional couplings
Smoothing distribution
Filtering distribution
On-line data assimilation
Sparsity identification algorithm (SING)
Non-Gaussian data