ott.tools.gaussian_mixture.gaussian.Gaussian.from_samples

ott.tools.gaussian_mixture.gaussian.Gaussian.from_samples#

classmethod Gaussian.from_samples(points, weights=None)[source]#

Construct a Gaussian from weighted samples.

Unbiased, weighted covariance formula from GSL.

Parameters:
  • points (Array) – [n x d] array of samples

  • weights (Optional[Array]) – [n] array of weights

Return type:

Gaussian

Returns:

Gaussian.