ott.geometry.costs.Bures.barycenter#

Bures.barycenter(weights, xs)[source]#

Compute the Bures barycenter of weighted Gaussian distributions.

Implements the fixed point approach proposed in [Álvarez-Esteban et al., 2016] for the computation of the mean and the covariance of the barycenter of weighted Gaussian distributions.

Parameters
  • weights (Array) – The barycentric weights.

  • xs (Array) – The points to be used in the computation of the barycenter, where each point is described by a concatenation of the mean and the covariance (raveled).

Return type

Array

Returns

A concatenation of the mean and the raveled covariance of the barycenter.