TransportMaps.Maps.IntegratedExponentialParametricTriangularComponentwiseTransportMapBase

Module Contents

Classes

IntegratedExponentialParametricTriangularComponentwiseTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional.

CommonBasisIntegratedExponentialParametricTriangularComponentwiseTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional and for each dimension \(i\), every component \(T_k\) share the same basis type.

IntegratedExponentialTriangularTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional.

CommonBasisIntegratedExponentialTriangularTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional and for each dimension \(i\), every component \(T_k\) share the same basis type.

class TransportMaps.Maps.IntegratedExponentialParametricTriangularComponentwiseTransportMapBase.IntegratedExponentialParametricTriangularComponentwiseTransportMap(**kwargs)[source]

Bases: TransportMaps.Maps.ParametricTriangularComponentwiseTransportMapBase.ParametricTriangularComponentwiseTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional.

get_identity_coeffs()[source]

Returns the coefficients corresponding to the identity map

Returns:

coefficients

Return type:

(ndarray [\(N\)])

get_default_init_values_minimize_kl_divergence()[source]
class TransportMaps.Maps.IntegratedExponentialParametricTriangularComponentwiseTransportMapBase.CommonBasisIntegratedExponentialParametricTriangularComponentwiseTransportMap(**kwargs)[source]

Bases: IntegratedExponentialParametricTriangularComponentwiseTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional and for each dimension \(i\), every component \(T_k\) share the same basis type.

This is leads to some more efficient evaluation operations.

precomp_evaluate(x, precomp=None, precomp_type='uni')[source]

Precompute necessary structures for the evaluation of \(T({\bf x},{\bf a})\)

This returns a list of uni-variate Vandermonde matrices with order maximum among the components \(T_i\).

Enriches the dictionaries in the precomp list if necessary.

Parameters:
  • x (ndarray [\(m,d\)]) – evaluation points

  • precomp (dict) – list of dictionaries of precomputed values

  • precomp_type (str) – only option ‘uni’ is allowed for this TransportMap

Returns:

(dict of list [\(d\)]

ndarray) – necessary structures

precomp_grad_x(x, precomp=None, precomp_type='uni')[source]

Precompute necessary structures for the evaluation of \(\nabla_{\bf x}T({\bf x},{\bf a})\)

Enriches the dictionaries in the precomp list if necessary.

Parameters:
  • x (ndarray [\(m,d\)]) – evaluation points

  • precomp (dict) – list of dictionaries of precomputed values

  • precomp_type (str) – only option ‘uni’ is allowed for this TransportMap

Returns:

(dict of list [\(d\)]

ndarray) – necessary structures

precomp_hess_x(x, precomp=None, precomp_type='uni')[source]

Precompute necessary structures for the evaluation of \(\nabla^2_{\bf x}T({\bf x},{\bf a})\)

Enriches the dictionaries in the precomp list if necessary.

Parameters:
  • x (ndarray [\(m,d\)]) – evaluation points

  • precomp (dict) – list of dictionaries of precomputed values

  • precomp_type (str) – only option ‘uni’ is allowed for this TransportMap

Returns:

(dict of list [\(d\)]

ndarray) – necessary structures

precomp_nabla3_x(x, precomp=None, precomp_type='uni')[source]

Precompute necessary structures for the evaluation of \(\nabla^3_{\bf x}T({\bf x},{\bf a})\)

Enriches the dictionaries in the precomp list if necessary.

Parameters:
  • x (ndarray [\(m,d\)]) – evaluation points

  • precomp (dict) – list of dictionaries of precomputed values

  • precomp_type (str) – only option ‘uni’ is allowed for this TransportMap

Returns:

(dict of list [\(d\)]

ndarray) – necessary structures

precomp_partial_xd(x, precomp=None, precomp_type='uni')[source]

Precompute necessary structures for the evaluation of \(\partial_{x_k}T_k({\bf x},{\bf a})\) for \(k=1,\ldots,d\)

Enriches the dictionaries in the precomp list if necessary.

Parameters:
  • x (ndarray [\(m,d\)]) – evaluation points

  • precomp (dict) – list of dictionaries of precomputed values

  • precomp_type (str) – only option ‘uni’ is allowed for this TransportMap

Returns:

(dict of list [\(d\)]

ndarray) – necessary structures

precomp_grad_x_partial_xd(x, precomp=None, precomp_type='uni')[source]

Precompute necessary structures for the evaluation of \(\nabla_{\bf x}\partial_{x_k}T_k({\bf x},{\bf a})\) for \(k=1,\ldots,d\)

Enriches the dictionaries in the precomp list if necessary.

Parameters:
  • x (ndarray [\(m,d\)]) – evaluation points

  • precomp (dict) – list of dictionaries of precomputed values

  • precomp_type (str) – only option ‘uni’ is allowed for this TransportMap

Returns:

(dict of list [\(d\)]

dict) – necessary structures

precomp_hess_x_partial_xd(x, precomp=None, precomp_type='uni')[source]

Precompute necessary structures for the evaluation of \(\nabla^2_{\bf x}\partial_{x_k}T_k({\bf x},{\bf a})\) for \(k=1,\ldots,d\)

Parameters:
  • x (ndarray [\(m,d\)]) – evaluation points

  • precomp (dict) – list of dictionaries of precomputed values

  • precomp_type (str) – only option ‘uni’ is allowed for this TransportMap

Returns:

(dict of list [\(d\)]

dict) – necessary structures

class TransportMaps.Maps.IntegratedExponentialParametricTriangularComponentwiseTransportMapBase.IntegratedExponentialTriangularTransportMap(active_vars, approx_list)[source]

Bases: IntegratedExponentialParametricTriangularComponentwiseTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional.

class TransportMaps.Maps.IntegratedExponentialParametricTriangularComponentwiseTransportMapBase.CommonBasisIntegratedExponentialTriangularTransportMap(active_vars, approx_list)[source]

Bases: CommonBasisIntegratedExponentialParametricTriangularComponentwiseTransportMap

Triangular transport map where each component is represented by an IntegratedExponentialParametricMonotoneFunctional and for each dimension \(i\), every component \(T_k\) share the same basis type.

This is leads to some more efficient evaluation operations.