Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference

2 code implementations • 25 Oct 2023 • Zheyu Oliver Wang, Ricardo Baptista, Youssef Marzouk, Lars Ruthotto, Deepanshu Verma

PCP-Map models conditional transport maps as the gradient of a partially input convex neural network (PICNN) and uses a novel numerical implementation to increase computational efficiency compared to state-of-the-art alternatives.

Bayesian Inference Computational Efficiency +2