141 citations · 317 across the 14 of their papers we have counts for
3 papers · 1 filter
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…
A multiscale strategy for Bayesian inference using transport maps
Matthew Parno, Tarek Moselhy, Youssef Marzouk
In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter unc…
Transport map accelerated Markov chain Monte Carlo
Matthew Parno, Youssef Marzouk
We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core…