On transport methods for simulation-based inference and data assimilation

Many practical Bayesian inference problems fall into the simulation-based or "likelihood-free" setting, where evaluations of the likelihood function or prior density are unavailable or intractable; instead one can only draw samples from the joint parameter-data prior. Learning conditional distributions is essential to the solution of these problems. 
To this end, I will discuss a powerful class of methods for conditional density estimation and conditional simulation based on transportation of measure. An important application for these methods lies in data assimilation for dynamical systems, where transport enables new approaches to nonlinear filtering and smoothing. 
To illuminate some of the theoretical underpinnings of these methods, I will discuss recent work on monotone map representations, optimization guarantees for learning maps from data, and the statistical convergence of transport-based density estimators.