Transport Map

[TM1]Tarek a. El Moselhy and Youssef M. Marzouk. Bayesian inference with optimal maps. Journal of Computational Physics, 231(23):7815–7850, oct 2012. doi:10.1016/
[TM2]Youssef Marzouk, Tarek Moselhy, Matthew Parno, and Alessio Spantini. Sampling via Measure Transport: An Introduction. In Roger G. Ghanem, David Higdon, and Houman Owhadi, editors, Handbook of Uncertainty Quantification, pages 1–41. Springer International Publishing, Cham, 2016. arXiv:1602.05023, doi:10.1007/978-3-319-11259-6_23-1.
[TM3]Matthew Parno and Youssef Marzouk. Transport map accelerated Markov chain Monte Carlo. submitted, pages 1–50, 2014. arXiv:1412.5492v2.
[TM4]Alessio Spantini, Daniele Bigoni, and Youssef Marzouk. Inference via low-dimensional couplings. preprint, 2017. arXiv:1703.06131.
[TM5]Rebecca Morrison, Ricardo Baptista, and Youssef Marzouk. Beyond normality: learning sparse probabilistic graphical models in the non-gaussian setting. In I. Guyon, U. V. Luxburg, S. Bengio, H. Wallach, R. Fergus, S. Vishwanathan, and R. Garnett, editors, Advances in Neural Information Processing Systems 30, pages 2359–2369. Curran Associates, Inc., 2017. URL:

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