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用于近似输运的 Gibbs 流及其贝叶斯计算应用AI 解读

Abstract Let π0 and π1 be two distributions on the Borel space (Rd,B(Rd)). Any measurable function T:Rd→Rd such that Y=T(X)∼π1 if X∼π0 is called a transport map from π0 to π1. For any π0 and π1, if one could obtain an analytical expression for a transport map from π0 to π1, then this could be straightforwardly applied to sample from any distribution. One would map draws from an easy-to-sample distribution π0 to the target distribution π1 using this transport map. Although it…

部分观测亚椭圆扩散过程的参数估计AI 解读

Summary Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some components of the solution at discrete times. Since exact likelihoods for the transition densities are typically not known, approximations are used that are expected to work well in the limit of small intersample times Δt and large…