A tensor-train solver for the entropy-regularized JKO proximal step approximates Bayesian posteriors using only pointwise density evaluations, matching or beating Metropolis-Hastings in several tests.
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An Eulerian approach to regularized JKO scheme with low-rank tensor decompositions for Bayesian inversion
A tensor-train solver for the entropy-regularized JKO proximal step approximates Bayesian posteriors using only pointwise density evaluations, matching or beating Metropolis-Hastings in several tests.