ott.geometry.costs.Bures

class ott.geometry.costs.Bures(dimension, sqrtm_kw=None)

Bures distance between a pair of (mean, covariance matrix).

Parameters:

• dimension (int) – Dimensionality of the data.

• sqrtm_kw (Optional[Dict[str, Any]]) – Dictionary of keyword arguments to control the behavior of inner calls to sqrtm().

Methods

all_pairs(x, y)	Compute matrix of all pairwise costs, including the norms.
all_pairs_pairwise(x, y)	Compute matrix of all pairwise costs, excluding the norms.
barycenter(weights, xs[, tolerance, sqrtm_kw])	Compute the Bures barycenter of weighted Gaussian distributions.
covariance_fixpoint_iter(covs, weights[, ...])	Iterate fix-point updates to compute barycenter of Gaussians.
norm(x)	Compute norm of Gaussian, sq.
pairwise(x, y)	Compute - 2 x Bures dot-product.
twist_operator(vec, dual_vec, variable)	Twist inverse operator of the cost function.