Аннотация:
Получено новое тождество для энтропии
нелинейного образа меры на Rn, дающее известное
неравенство Талаграна. Исследованы треугольные отображения
в Rn и R∞, т.е.
отображения T, у которых i-я координатная функция Ti
зависит только от переменных x1,…,xi.
С помощью этих отображений дано положительное решение
известной открытой проблемы о представимости всякой
вероятностной меры ν, абсолютно непрерывной
относительно гауссовской меры γ на бесконечномерном
пространстве, в виде образа γ при отображении вида
T(x)=x+F(x), где F принимает значения в пространстве
Камерона–Мартина меры γ. В качестве применения
доказано также обобщенное логарифмическое неравенство
Соболева.
Библиография: 23 названия.
Образец цитирования:
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Jiayuan Dong, Christian Jacobsen, Mehdi Khalloufi, Maryam Akram, Wanjiao Liu, Karthik Duraisamy, Xun Huan, “Variational Bayesian optimal experimental design with normalizing flows”, Computer Methods in Applied Mechanics and Engineering, 433 (2025), 117457
Josephine Westermann, Jakob Zech, “Measure transport via polynomial density surrogates”, FoDS, 2025
Bamdad Hosseini, Alexander W. Hsu, Amirhossein Taghvaei, “Conditional Optimal Transport on Function Spaces”, SIAM/ASA J. Uncertainty Quantification, 13:1 (2025), 304
Kai Hou Yip, Quentin Changeat, Ahmed Al-Refaie, Ingo P. Waldmann, “To Sample or Not to Sample: Retrieving Exoplanetary Spectra with Variational Inference and Normalizing Flows”, ApJ, 961:1 (2024), 30
Oliver Dürr, Stefan Hörtling, Danil Dold, Ivonne Kovylov, Beate Sick, “Bernstein flows for flexible posteriors in variational Bayes”, AStA Adv Stat Anal, 2024
Ricardo Baptista, Lianghao Cao, Joshua Chen, Omar Ghattas, Fengyi Li, Youssef M. Marzouk, J. Tinsley Oden, “Bayesian model calibration for block copolymer self-assembly: Likelihood-free inference and expected information gain computation via measure transport”, Journal of Computational Physics, 503 (2024), 112844
Vanessa López‐Marrero, Patrick R. Johnstone, Gilchan Park, Xihaier Luo, “Density estimation via measure transport: Outlook for applications in the biological sciences”, Statistical Analysis, 17:3 (2024)
Un Cig Ji, “Quantum continuity equations and quantum evolution systems for white noise operators”, Journal of Mathematical Physics, 65:7 (2024)
Ricardo Baptista, Bamdad Hosseini, Nikola Kovachki, Youssef Marzouk, Amir Sagiv, “An approximation theory framework for measure-transport sampling algorithms”, Math. Comp., 2024
Camilo Andrés García Trillos, Nicolás García Trillos, “On adversarial robustness and the use of Wasserstein ascent-descent dynamics to enforce it”, Information and Inference: A Journal of the IMA, 13:3 (2024)
Ricardo Baptista, Bamdad Hosseini, Nikola B. Kovachki, Youssef M. Marzouk, “Conditional Sampling with Monotone GANs: From Generative Models to Likelihood-Free Inference”, SIAM/ASA J. Uncertainty Quantification, 12:3 (2024), 868
Benjamin J. Zhang, Youssef M. Marzouk, Konstantinos Spiliopoulos, “Transport map unadjusted Langevin algorithms: Learning and discretizing perturbed samplers”, FoDS, 2024
Rahul Srinivasan, Marco Crisostomi, Roberto Trotta, Enrico Barausse, Matteo Breschi, “Bayesian evidence estimation from posterior samples with normalizing flows”, Phys. Rev. D, 110:12 (2024)
Qiangqiang Huang, Can Pu, Kasra Khosoussi, David M. Rosen, Dehann Fourie, Jonathan P. How, John J. Leonard, “Incremental Non-Gaussian Inference for SLAM Using Normalizing Flows”, IEEE Trans. Robot., 39:2 (2023), 1458
Jingyi Shen, Han-Wei Shen, “PSRFlow: Probabilistic Super Resolution with Flow-Based Models for Scientific Data”, IEEE Trans. Visual. Comput. Graphics, 2023, 1
Tin Lok James Ng, Andrew Zammit-Mangion, “Non-homogeneous Poisson process intensity modeling and estimation using measure transport”, Bernoulli, 29:1 (2023)
Maximilian Ramgraber, Ricardo Baptista, Dennis McLaughlin, Youssef Marzouk, “Ensemble transport smoothing. Part II: Nonlinear updates”, Journal of Computational Physics: X, 17 (2023), 100133
Ricardo Baptista, Youssef Marzouk, Olivier Zahm, “On the Representation and Learning of Monotone Triangular Transport Maps”, Found Comput Math, 2023
Dor Tsur, Ziv Aharoni, Ziv Goldfeld, Haim Permuter, “Neural Estimation and Optimization of Directed Information Over Continuous Spaces”, IEEE Trans. Inform. Theory, 69:8 (2023), 4777
Uwe D. Hanebeck, 2023 26th International Conference on Information Fusion (FUSION), 2023, 1