output
20202022
most citedOn the representation and learning of monotone triangular transport maps

32 citations

researchers with a paper here
collaborating institutions

5 papers

stat.CO2022★ 1 cited

Randomized Maximum Likelihood via High-Dimensional Bayesian Optimization

Valentin Breaz, Richard Wilkinson

Posterior sampling for high-dimensional Bayesian inverse problems is a common challenge in real-world applications. Randomized Maximum Likelihood (RML) is an optimization based met…

stat.ME2022

Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology

Henri Mermoz Kouye, Gildas Mazo, Clémentine Prieur +1

In this paper we apply a methodology introduced in Navarro Jimenez et al (2016) in the framework of chemical reaction networks to perform a global sensitivity analysis on simulatio…

math.AP2021

Discrete analysis of Schwarz Waveform Relaxation for a simplified air-sea coupling problem with nonlinear transmission conditions

Simon Clement, Florian Lemarié, Eric Blayo

In this study we present a non-overlapping Schwarz waveform relaxation (SWR) method applied to a one dimensional model problem representative of the coupling between the ocean and…

math.AP2021

A probabilistic point of view for the Kolmogorov hypoelliptic equations

Pierre Etoré, Jose R León, Clémentine Prieur

In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman-Kac formula. We first explain how the Feynman-Kac formula can…

stat.ML2020★ 32 cited

On the representation and learning of monotone triangular transport maps

Ricardo Baptista, Youssef Marzouk, Olivier Zahm

Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative mode…