TransportMaps.Algorithms.SparsityIdentification.GeneralizedPrecision

This file computes the gradient with respect to map coefficients of the hessian of the log target pdf. It also computes the variance of the generalized precision matrix omega.

Module Contents

Functions

gen_precision(pb_dist, data)

grad_a_omega(pb_dist, data)

var_omega(pb_dist, data)

TransportMaps.Algorithms.SparsityIdentification.GeneralizedPrecision.gen_precision(pb_dist, data)[source]
TransportMaps.Algorithms.SparsityIdentification.GeneralizedPrecision.grad_a_omega(pb_dist, data)[source]
TransportMaps.Algorithms.SparsityIdentification.GeneralizedPrecision.var_omega(pb_dist, data)[source]