Gibbs flow for approximate transport with applications to Bayesian computation

Author:

Heng Jeremy1,Doucet Arnaud2,Pokern Yvo3

Affiliation:

1. ESSEC Business School Singapore

2. Department of Statistics University of Oxford Oxford UK

3. Department of Statistical Science University College London London UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference57 articles.

1. Ba J. Erdogdu M.A. Ghassemi M. Suzuki T. Sun S. Wu D.&Zhang T.(2019)Towards characterizing the high‐dimensional bias of kernel‐based particle inference algorithms. In2nd Symposium on Advances in Approximate Bayesian Inference.

2. Barron A.R.&Luo X.(2007)Adaptive annealing. InProceedings of the Allerton Conference on Communications Computation and Control 665–673.

3. A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem

4. An ensemble Kalman-Bucy filter for continuous data assimilation

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