Gibbs flow for approximate transport with applications to Bayesian computation

Jeremy Heng, Arnaud Doucet, Yvo Pokern

Let ${\pi }_0$ and ${\pi }_1$ be two distributions on the Borel space $({\mathbb{R}}^d,\mathcal{B}({\mathbb{R}}^d))$. Any measurable function $T:{\mathbb{R}}^d\to {\mathbb{R}}^d$…