HD Gaussian empirical bures#814
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Codecov Report❌ Patch coverage is Additional details and impacted files@@ Coverage Diff @@
## master #814 +/- ##
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- Coverage 96.86% 96.85% -0.02%
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Files 113 113
Lines 23067 23132 +65
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+ Hits 22344 22404 +60
- Misses 723 728 +5 🚀 New features to boost your workflow:
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Types of changes
Add of the function ot.gaussian.empirical_bures_wasserstein_hd to compute the OT map between HD Gaussian distributions. A new function ot.datasets.make_gauss_hd was created to simulate form two HD Gaussian distributions and a test was implemented (test_bures_wasserstein_mapping_hd) in module test_gaussian.py
Motivation and context / Related issue
The changes are aimed to introduce in POT the OT map and Wasserstein distance estimators in the HD Gaussian case, as described Bouveyron and Corneli, Scaling optimal transport to high-dimensional gaussian distributions, Statistics and Computing, 2026
How has this been tested (if it applies)
PR checklist