CMP++: Uncertainty Quantification & Bayesian Calibration
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wasserstein.cpp File Reference
#include "wasserstein.h"
#include "distribution.h"
#include <cmath>
#include <algorithm>
#include <omp.h>
Include dependency graph for wasserstein.cpp:

Namespaces

namespace  cmp
 

Functions

double cmp::wasserstein1D (Eigen::VectorXd &s1, Eigen::VectorXd &s2, double p)
 Computes the 1D Wasserstein distance between two empirical distributions.
 
double cmp::slicedWassersteinDistance (const Eigen::MatrixXd &samples_1, const Eigen::MatrixXd &samples_2, double p, int slices, size_t seed=42)
 Computes the sliced-Wasserstein distance of order p between two n-dimensional datasets.