I was wondering if there is any tutorial on how to set up a setting simialr to "Transport preconditioned MCMC' similar to . I checked the tutorial but it doesn't seem any of those are related.
f that setting is possible with TransportMaps, I would be thankful if you provide an tutorial or some advice.
 Matthew Parno and Youssef Marzouk. Transport map accelerated Markov chain Monte Carlo. submitted, pages 1–50, 2014.