Scalable Bayesian Transport Maps for High-Dimensional Non-Gaussian Spatial Fields
高维非高斯空间场的可扩展贝叶斯输运映射
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution.We propose Bayesian nonparametric inference on the transport map by modeling its components using Gaussian processes.This enables regularization and uncertainty quantification of the map estimation, while resulting in a closed-form and invertible posterior map.We then focus on inferring the distribution of a nonstationary spatial field…