TransportMaps.Densities.Densities

Module Contents

Classes

Density	Abstract distribution \(\nu_\pi\).
ParametricDensity	Parametric distribution \(\pi_{\bf a}\).
TransportMapDensity	Abstract class for distributions of the transport map type (\(T^\sharp \pi\) or \(T_\sharp \pi\))
PushForwardTransportMapDensity	Class for densities of the transport map type \(T_\sharp \pi\)
PullBackTransportMapDensity	Class for densities of the transport map type \(T^\sharp \pi\)
FrozenDensity_1d	[Abstract] Generic frozen distribution 1d
GaussianDensity	Multivariate Gaussian distribution \(\pi\)
StandardNormalDensity	Multivariate Standard Normal distribution \(\pi\).
LogNormalDensity	[Abstract] Generic frozen distribution 1d
LogisticDensity	[Abstract] Generic frozen distribution 1d
GammaDensity	[Abstract] Generic frozen distribution 1d
BetaDensity	[Abstract] Generic frozen distribution 1d
WeibullDensity	[Abstract] Generic frozen distribution 1d
GumbelDensity	[Abstract] Generic frozen distribution 1d
BananaDensity	Class for densities of the transport map type \(T_\sharp \pi\)

class TransportMaps.Densities.Densities.Density(*args, **kwargs)

Bases: TransportMaps.Distributions.Distribution

Abstract distribution \(\nu_\pi\).

class TransportMaps.Densities.Densities.ParametricDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.ParametricDistribution

Parametric distribution \(\pi_{\bf a}\).

class TransportMaps.Densities.Densities.TransportMapDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.TransportMapDistribution

Abstract class for distributions of the transport map type (\(T^\sharp \pi\) or \(T_\sharp \pi\))

See also

PushForwardTransportMapDistribution and PullBackTransportMapDistribution.

property base_density

class TransportMaps.Densities.Densities.PushForwardTransportMapDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.PushForwardTransportMapDistribution

Class for densities of the transport map type \(T_\sharp \pi\)

Parameters:

• transport_map (Maps.TriangularTransportMap) – transport map \(T\)

• base_distribution (Distributions.Distribution) – distribution \(\pi\)

See also

TransportMapDistribution

property base_density

class TransportMaps.Densities.Densities.PullBackTransportMapDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.PullBackTransportMapDistribution

Class for densities of the transport map type \(T^\sharp \pi\)

Parameters:

• transport_map (Maps.TriangularTransportMap) – transport map \(T\)

• base_distribution (Distributions.Distribution) – distribution \(\pi\)

See also

TransportMapDistribution

property base_density

class TransportMaps.Densities.Densities.FrozenDensity_1d(*args, **kwargs)

Bases: TransportMaps.Distributions.FrozenDistribution_1d

[Abstract] Generic frozen distribution 1d

class TransportMaps.Densities.Densities.GaussianDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.GaussianDistribution

Multivariate Gaussian distribution \(\pi\)

Parameters:

• mu (ndarray [\(d\)]) – mean vector

• sigma (ndarray [\(d,d\)]) – covariance matrix

• precision (ndarray [\(d,d\)]) – precision matrix

class TransportMaps.Densities.Densities.StandardNormalDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.StandardNormalDistribution

Multivariate Standard Normal distribution \(\pi\).

Parameters:

d (int) – dimension

class TransportMaps.Densities.Densities.LogNormalDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.LogNormalDistribution

[Abstract] Generic frozen distribution 1d

class TransportMaps.Densities.Densities.LogisticDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.LogisticDistribution

[Abstract] Generic frozen distribution 1d

class TransportMaps.Densities.Densities.GammaDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.GammaDistribution

[Abstract] Generic frozen distribution 1d

class TransportMaps.Densities.Densities.BetaDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.BetaDistribution

[Abstract] Generic frozen distribution 1d

class TransportMaps.Densities.Densities.WeibullDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.WeibullDistribution

[Abstract] Generic frozen distribution 1d

class TransportMaps.Densities.Densities.GumbelDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.GumbelDistribution

[Abstract] Generic frozen distribution 1d

class TransportMaps.Densities.Densities.BananaDensity(*args, **kwargs)

Bases: TransportMaps.Distributions.BananaDistribution

Class for densities of the transport map type \(T_\sharp \pi\)

Parameters:

• transport_map (Maps.TriangularTransportMap) – transport map \(T\)

• base_distribution (Distributions.Distribution) – distribution \(\pi\)

See also

TransportMapDistribution