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HD Gaussian empirical bures#814

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marcogenni wants to merge 4 commits into
PythonOT:masterfrom
marcogenni:my-feature
Open

HD Gaussian empirical bures#814
marcogenni wants to merge 4 commits into
PythonOT:masterfrom
marcogenni:my-feature

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Types of changes

Add of the function ot.gaussian.empirical_bures_wasserstein_hd to compute the OT map between HD Gaussian distributions. A new function ot.datasets.make_gauss_hd was created to simulate form two HD Gaussian distributions and a test was implemented (test_bures_wasserstein_mapping_hd) in module test_gaussian.py

Motivation and context / Related issue

The changes are aimed to introduce in POT the OT map and Wasserstein distance estimators in the HD Gaussian case, as described Bouveyron and Corneli, Scaling optimal transport to high-dimensional gaussian distributions, Statistics and Computing, 2026

How has this been tested (if it applies)

PR checklist

  • [ x] I have read the CONTRIBUTING document.
  • [ x] The documentation is up-to-date with the changes I made (check build artifacts).
  • [ x] All tests passed, and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.

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