Transport Map Accelerated Adaptive Importance Sampling, and Application to Inverse Problems Arising from Multiscale Stochastic Reaction Networks

Simon L. Cotter, Ioannis G. Kevrekidis, Paul T. Russell. Transport Map Accelerated Adaptive Importance Sampling, and Application to Inverse Problems Arising from Multiscale Stochastic Reaction Networks. SIAM/ASA J. Uncertain. Quantification, 8(4):1383-1413, 2020. [doi]

Abstract

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