transportmaps 3.1.1

Tools for the construction of transport maps

This package provides basic functionalities for the construction of monotonic transport maps.

• Binary (PyPi)

• Source (Bitbucket)

• Homepage

• Q&A & Bug-tracking

Supported systems

• *nix like OS (Linux, Unix, …)

• Mac OS

Other operating systems have not been tested and they likely require a more complex procedure for the installation (this includes the Microsoft Windows family..).

We reccommend to work in a virtual environment using virtualenv or Anaconda.

Installation requirements

• gcc (or an alternative C/C++ compiler)

• gfortran (or an alternative Fortran compiler)

Automatic installation

First of all make sure to have the latest version of pip installed

$ pip install –upgrade pip

The package and its python dependencies can be installed running the command:

$ pip install –upgrade TransportMaps

If one whish to enable some of the optional dependencies:

$ pip install –upgrade TransportMaps[SUITESPARSE]

These options will install the following modules:

• DOLFIN – dolfin package for Partial Differential Equations

• SUITESPARSE – scikit-sparse

  • This requires scitik-sparse and the package libsuitesparse-dev

• HMC – Hamiltonian Monte Carlo pyhmc (it requires having numpy and cython already installed)

Running the Unit Tests

Unit tests are available and can be run through the commands:

>>> import TransportMaps as TM
>>> TM.tests.run_tests()

Or directly using the bash command:

$ tmap-run-tests

The Git repository also contains a docker-compose configuration file to test the whole suite on several versions of python.

There are >2000 unit tests, and it will take some time to run all of them.

Credits

This sofware has been developed and is being maintained by the Uncertainty Quantification Group at MIT, under the guidance of Prof. Youssef Marzouk.

Developing team

Daniele Bigoni – [www]

Alessio Spantini

Rebecca Morrison

Ricardo M. Baptista