Introduction to the Knothe-Rosenblatt transport map and potential applications
Speaker:
Roy Chih Chung Wang, Carleton University
Date and Time:
Friday, May 10, 2019 - 1:30pm to 2:30pm
Location:
Fields Institute, Room 230
Abstract:
Transport maps provide one way to morph a source probability measure to a target probability measure. In this talk, we discuss a particular transport map called the Knothe-Rosenblatt rearrangement, our current efforts to its estimation, and the applications that motivated us for this research. Our work is still in progress, but we discuss some observations and challenges that we had encountered