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5. Transport Map Accelerated Markov Chain Monte Carlo

Transport Map Accelerated Markov Chain Monte Carlo

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：bigtree16

【摘 要】

：

　　We present a new approach for efficiently characterizing complex probability distributions,using a combination of optimal transport maps and Metropolis corr

【作 者】

：

Marzouk Youssef 

【机 构】

：

Massachusetts Inst.of Tech.

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　We present a new approach for efficiently characterizing complex probability distributions,using a combination of optimal transport maps and Metropolis corrections.

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