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[MRG] Add Wasserstein barycenter for Gaussian distribution #582

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merged 3 commits into from Nov 30, 2023

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tgnassou
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Types of changes

This PR introduces a function to compute Bures-Wasserstein Barycenter

Motivation and context / Related issue

How has this been tested (if it applies)

I chek my code with the closed form for diagonal covariance, which has a closed form.

PR checklist

  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed, and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.

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codecov bot commented Nov 29, 2023

Codecov Report

Merging #582 (1dbf96f) into master (89e6010) will increase coverage by 0.01%.
The diff coverage is 98.94%.

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #582      +/-   ##
==========================================
+ Coverage   96.65%   96.66%   +0.01%     
==========================================
  Files          75       75              
  Lines       15321    15416      +95     
==========================================
+ Hits        14808    14902      +94     
- Misses        513      514       +1     

@rflamary rflamary merged commit f809253 into PythonOT:master Nov 30, 2023
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2 participants