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Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference

  • Two neural network approaches have been developed to approximate the solutions of conditional optimal transport (COT) problems.
  • The approaches enable conditional sampling and density estimation, which are important in Bayesian inference.
  • The methods represent the target conditional distribution as a transformation of a tractable reference distribution.
  • The algorithms use neural networks to parameterize candidate maps and exploit the structure of the COT problem.

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