ott.tools.gaussian_mixture.gaussian.Gaussian

class ott.tools.gaussian_mixture.gaussian.Gaussian(loc, scale)

Normal distribution.

Parameters

• loc (Array) –

• scale (ScaleTriL) –

Methods

covariance()	Covariance of the Gaussian.
f_potential(dest, points)	Optimal potential for W2 distance between Gaussians.
from_mean_and_cov(mean, cov)	Construct a Gaussian from a mean and covariance.
from_random(rng, n_dimensions[, stdev_mean, ...])	Construct a random Gaussian.
from_samples(points[, weights])	Construct a Gaussian from weighted samples.
from_z(z)	Transform \(z\) to \(x = loc + scale \cdot z\).
log_prob(x)	Log probability for a Gaussian with a diagonal covariance.
sample(rng, size)	Generate samples from the distribution.
to_z(x)	Transform \(x\) to \(z = \frac{x - loc}{scale}\).
transport(dest, points)	Transport points according to map between two Gaussian measures.
w2_dist(other)	Wasserstein distance \(W_2^2\) to another Gaussian.

Attributes

loc	Mean of the Gaussian.
n_dimensions	Dimensionality of the Gaussian.
scale	Scale of the Gaussian.