An autoregressive Gaussian process transport-map construction factors spatio-temporal joint densities into conditional distributions with data-dependent sparsity to enable scalable generative modeling of non-Gaussian fields.
and Gyarmati, Gyorgyi and Kalnay, Eugenia and Hunt, Brian R
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Scalable generative modeling of non-Gaussian spatio-temporal fields via autoregressive Gaussian processes
An autoregressive Gaussian process transport-map construction factors spatio-temporal joint densities into conditional distributions with data-dependent sparsity to enable scalable generative modeling of non-Gaussian fields.