SequentialMeasureTransport.jl
Sequential measure transport is a library to facilitate the construction of composed transport maps for the task of denisty estimation.
It comes shipped with triangular Knothe-Rosenblatt maps build from PSDModels (also known as Sum-of-Squares) but allows you to integrate your transport map of choice. It comes with functionalities to create compositions of those, $\mathcal T_{\ell} = \mathcal Q_1 \circ \mathcal Q_2 \circ \dots \circ \mathcal Q_{\ell}$, so that each composition represents intermediate densities $\pi^{(\ell)}$,
\[ \left(\mathcal T_{\ell}\right)_\sharp \rho = \pi^{(\ell)}\]
For a more detailed introduction of transport maps, see .