TransportMaps.Algorithms.SparsityIdentification

Classes

Inheritance diagram of TransportMaps.Algorithms.SparsityIdentification.ReverseCholesky, TransportMaps.Algorithms.SparsityIdentification.MinFill, TransportMaps.Algorithms.SparsityIdentification.MinDegree
Class Description
ReverseCholesky  
MinFill  
MinDegree  

Functions

Function Description
SING Identify a sparse edge set of the undirected graph corresponding to the data.
gen_precision  
grad_a_omega  
var_omega  

Documentation

TransportMaps.Algorithms.SparsityIdentification.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 \(\Omega\)