- Bures.barycenter(weights, xs)#
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.
Array) – The barycentric weights.
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
A concatenation of the mean and the raveled covariance of the barycenter.