Greedy inference with layers of lazy maps

31 May 2019Daniele BigoniOlivier ZahmAlessio SpantiniYoussef Marzouk

We propose a framework for the greedy approximation of high-dimensional Bayesian inference problems, through the composition of multiple \emph{low-dimensional} transport maps or flows. Our framework operates recursively on a sequence of ``residual'' distributions, given by pulling back the posterior through the previously computed transport maps... (read more)

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