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20072025
most citedSciPy 1.0--Fundamental Algorithms for Scientific Computing in Python

40.2k citations

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Showing 2016 · stat.COShow all

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stat.CO2016★ 141 cited

An introduction to sampling via measure transport

Youssef Marzouk, Tarek Moselhy, Matthew Parno +1

We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" prob…