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Approximating Measures on Function Spaces: Transport and Truncation

Baptista, Ricardo et al.
arXiv (All) · Papers
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numerical-analysisprobability
Measures on function spaces arise throughout Bayesian inverse problems and generative modeling, often with low-dimensional structure relative to a tractable reference measure. We introduce the class $\mathcal{P}_ψ(μ)$ of measures that differ from a reference measure $μ$ only through a finite-dimensi
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