ott.geometry.costs.Bures

class ott.geometry.costs.Bures(dimension, **kwargs)

Bures distance between a pair of (mean, cov matrix) raveled as vectors.

Parameters

• dimension (int) – Dimensionality of the data.

• kwargs (Any) – Keyword arguments for ott.math.matrix_square_root.sqrtm().

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, **kwargs)	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.