Statistics module
SequentialMeasureTransport.Statistics.ML_fit! — FunctionML_fit!(model, samples; kwargs...)Maximum likelihood fit of a PSD model to the samples.
SequentialMeasureTransport.Statistics.Chi2_fit! — FunctionChi2_fit!(model, samples; kwargs...)fit of unnormalized distribution. The loss function is defined by Zy/Zf^2 * ∫ (f(x) - y(x))^2/y(x) dx
SequentialMeasureTransport.Statistics.KL_fit! — FunctionKL-divergence extended to positive measures, defined by the alpha-divergence.
SequentialMeasureTransport.Statistics.reversed_KL_fit! — FunctionKL-divergence extended to positive measures, defined by the alpha-divergence.