Sequential transport maps using SoS density estimation and $\alpha$-divergences

arXiv:2402.17943v1 Announce Type: cross
Abstract: Transport-based density estimation methods are receiving growing interest because of their ability to efficiently generate samples from the approximated density. We further invertigate the sequential transport maps framework proposed from arXiv:2106.04170 arXiv:2303.02554, which builds on a sequence of composed Knothe-Rosenblatt (KR) maps. Each of those maps are built by first estimating an intermediate density of moderate complexity, and then by computing the exact KR map from a reference density to the precomputed approximate density. In …

abstract alpha arxiv cs.lg framework generate maps samples stat.ml transport type