- Bures.barycenter(weights, xs, **kwargs)[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.
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).
Any) – Passed on to
covariance_fixpoint_iter(), and by extension to
ott.math.matrix_square_root.sqrtm(). Note that tolerance is used for the fixed-point iteration of the barycenter, whereas threshold will apply to the fixed point iteration of Newton-Schulz iterations.
- Return type:
A concatenation of the mean and the raveled covariance of the barycenter.