Build skeleton of transport map framework
Implement the inverse KL-divergence approximation in order to exploit sparsity.
Blueprint information
- Status:
- Started
- Approver:
- Daniele Bigoni
- Priority:
- High
- Drafter:
- Daniele Bigoni
- Direction:
- Approved
- Assignee:
- Daniele Bigoni
- Definition:
- Approved
- Series goal:
- None
- Implementation:
-
Started
- Milestone target:
- None
- Started by
- Daniele Bigoni
- Completed by
Related branches
Related bugs
Sprints
Whiteboard
Follow the UML diagram.
Work Items
Work items:
Add function to invert map: DONE
Merge FrozenReference and FrozenTarget into FrozenDensity: DONE
Class Density: DONE
Class GaussianDensity: DONE
Class StandardNormalD
Class ParametricDensity: DONE
Class TransportMapDen
Class PullBackTranspo
Class PushForwardTran
Class TriangularTrans
Class IntegratedExpon
Class CostrainedPolyn
Class ParametricFunct
Class LinearApproxima
Class FullOrderLinear
Class TotalOrderLinea
Class MixedOrderLinea
Class TensorTrainLine
Class MonotonicIntegr
Class MonotonicFullOr
Class MonotonicFuncti
Rewrite test cases: INPROGRESS
Stochastic volatility model test case: TODO
Dependency tree
* Blueprints in grey have been implemented.
