Sparse approximation of triangular transports. Part II: the infinite dimensional case

Jakob Zech, Youssef Marzouk

For two probability measures $\rho$ and $\pi$ on $[-1,1{]}^{\mathbb{N}}$ we investigate the approximation of the triangular Knothe-Rosenblatt transport $T:[-1,1]^{\mathbb{N}}\to [-1,1]^{\…