A single neural operator can approximate the map from arbitrary joint densities to their conditionals, backed by new continuity results and illustrated on Gaussian mixtures.
Le Gall.Brownian motion, martingales, and stochastic calculus, volume 274
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One Operator for Many Densities: Amortized Approximation of Conditioning by Neural Operators
A single neural operator can approximate the map from arbitrary joint densities to their conditionals, backed by new continuity results and illustrated on Gaussian mixtures.