TransportMaps.Algorithms.SparsityIdentification.SparsityIdentificationNonGaussian

Module Contents

Functions

SING(data, p_order, ordering, delta[, REG])

Identify a sparse edge set of the undirected graph corresponding to the data.
TransportMaps.Algorithms.SparsityIdentification.SparsityIdentificationNonGaussian.SING(data, p_order, ordering, delta, REG=None)[source]

Identify a sparse edge set of the undirected graph corresponding to the data.

Parameters:

  • data – data \({\bf x}_i, i = 1,\dots,n\),

  • p_order (int) – polynomial order of the transport map representation,

  • ordering – scheme used to reorder the variables,

  • delta (float) – tolerance \(\delta\)

  • REG (dict) – regularization dictionary with keys ‘type’ and ‘reweight’

Returns:

the generalized precision \(\Omega\)