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authorRémi Flamary <remi.flamary@gmail.com>2018-03-21 10:50:16 +0100
committerRémi Flamary <remi.flamary@gmail.com>2018-03-21 10:50:16 +0100
commit1262563ef24c9ab0213f616ef01e1c80eb977176 (patch)
treef69f87b862e43ea1ebf447e0b9ede050bfbe7185 /ot/da.py
parent63fd11e8bfd45b163b313c7ad874ef608587fb68 (diff)
update readme + doc
Diffstat (limited to 'ot/da.py')
-rw-r--r--ot/da.py17
1 files changed, 15 insertions, 2 deletions
diff --git a/ot/da.py b/ot/da.py
index f789396..5d62d43 100644
--- a/ot/da.py
+++ b/ot/da.py
@@ -643,7 +643,7 @@ def OT_mapping_linear(xs, xt, reg=1e-6, ws=None,
The function estimate the optimal linear operator that align the two
empirical distributions. This is equivalent to estimating the closed
form mapping between two Gaussian distribution :math:`N(\mu_s,\Sigma_s)`
- and :math:`N(\mu_t,\Sigma_t)` as proposed in [14].
+ and :math:`N(\mu_t,\Sigma_t)` as proposed in [14] and discussed in remark 2.29 in [15].
The linear operator from source to target :math:`M`
@@ -692,6 +692,9 @@ def OT_mapping_linear(xs, xt, reg=1e-6, ws=None,
.. [14] Knott, M. and Smith, C. S. "On the optimal mapping of
distributions", Journal of Optimization Theory and Applications
Vol 43, 1984
+
+ .. [15] Peyré, G., & Cuturi, M. (2017). "Computational Optimal
+ Transport", 2018.
"""
@@ -1290,7 +1293,8 @@ class LinearTransport(BaseTransport):
The function estimate the optimal linear operator that align the two
empirical distributions. This is equivalent to estimating the closed
form mapping between two Gaussian distribution :math:`N(\mu_s,\Sigma_s)`
- and :math:`N(\mu_t,\Sigma_t)` as proposed in [14].
+ and :math:`N(\mu_t,\Sigma_t)` as proposed in [14] and discussed in
+ remark 2.29 in [15].
The linear operator from source to target :math:`M`
@@ -1314,6 +1318,15 @@ class LinearTransport(BaseTransport):
log : bool, optional
record log if True
+ References
+ ----------
+
+ .. [14] Knott, M. and Smith, C. S. "On the optimal mapping of
+ distributions", Journal of Optimization Theory and Applications
+ Vol 43, 1984
+
+ .. [15] Peyré, G., & Cuturi, M. (2017). "Computational Optimal
+ Transport", 2018.
"""