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This paper presents a variational representation of the Bayes' law using optimal transportation theory.
Décomposition polaire et réarrangement monotone des champs de vecteurs
Yann Brenier · 1987
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Richard Jordan, David Kinderlehrer, and Felix Otto · 1998
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S. Reich · 2011
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Kay Bergemann and Sebastian Reich · 2012
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Bayesian inference with optimal maps
Tarek A El Moselhy and Youssef M Marzouk · 2012
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Y. Cheng and S. Reich · 2013
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A. Beskos, D. Crisan, A. Jasra, and N. Whiteley · 2014
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Jeremy Heng, Arnaud Doucet, and Yvo Pokern · 2015
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Abhishek Halder and Tryphon T Georgiou · 2018
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