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 https://en.wikipedia.org/wiki/Sample_mean_and_covariance#Weighted_samples and https://www.gnu.org/software/gsl/doc/html/statistics.html?highlight=weighted#weighted-samples

Parameters

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

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

Return type

Gaussian

Returns

Gaussian.