ott.geometry.costs.Bures
ott.geometry.costs.Bures#
- class ott.geometry.costs.Bures(dimension, **kwargs)[source]#
Bures distance between a pair of (mean, cov matrix) raveled as vectors.
Methods
all_pairs(x, y)Compute matrix of all costs (including norms) for vectors in x / y.
all_pairs_pairwise(x, y)Compute matrix of all pairwise-costs (no norms) for vectors in x / y.
barycenter(weights, xs)Compute the Bures barycenter of weighted Gaussian distributions.
covariance_fixpoint_iter(covs, lambdas[, rtol])Iterate fix-point updates to compute barycenter of Gaussians.
norm(x)Compute norm of Gaussian, sq.
padder(dim)Pad with concatenated zero means and raveled identity covariance matrix.
pairwise(x, y)Compute - 2 x Bures dot-product.
relative_diff(x, y)Monitor change in two successive estimates of matrices.
scale_covariances(cov_sqrt, cov_i, lambda_i)Vectorized version of scale_covariances.