GMM_Wd | R Documentation |
Compute 2-Wasserstein distance between two Gaussian mixture models See: Delon J, Desolneux A. (2019) A Wasserstein-type distance in the space of Gaussian Mixture Models. hal-02178204v2
GMM_Wd(m1, m2, S1, S2, w1 = NULL, w2 = NULL, S = NULL)
m1 |
matrix of means of first GMM |
m2 |
matrix of means of second GMM |
S1 |
array of covariance matrices of first GMM such that m1[i,] has covariance matrix S1[,,i] |
S2 |
array of covariance matrices of second GMM such that m2[i,] has covariance matrix S2[,,i] |
w1 |
(optional) vector of mixture weights of first GMM. |
w2 |
(optional) vector of mixture weights of second GMM. |
S |
(optional) array of pre-computed sqrtm(sqrtm(S1[,,i]) %*% S2[,,j] %*% sqrtm(S1[,,i])) |
list of distance value d and optimal transport matrix ot
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