Sparse Approximation of Triangular Transports, Part I: The Finite-Dimensional Case
Abstract For two probability measures $${\rho }$$ ρ and $${\pi }$$ π with analytic densities on the d-dimensional cube $$[-1,1]^d$$ [ - 1 , 1 ] d , we investigate the approximation of the unique triangular monotone Knothe-Rosenblatt transport $$T:[-1,1]^d\rightarrow [-1,1]^d$$ T : [ - 1 , 1 ] d → [...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer US,
2022-03-21T12:42:05Z.
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| Subjects: | |
| Online Access: | Get fulltext |