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Tools for the construction of transport maps

Project description

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

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 uv.

Installation requirements

  • gcc (or an alternative C/C++ compiler, needed for some of the dependencies)

Automatic installation

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

$ pip install TransportMaps

If one whish to enable some of the optional dependencies:

$ pip install TransportMaps[SUITESPARSE]

These options will install the following modules:

Running the Unit Tests

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

$ python -m unittest discover -s TransportMaps.tests

If you want to run the tests in parallel (only serial tests can be run in parallel, while parallel tests must be run in serial mode to allow the package to use dask parallelization), you can use unittest-parallel with

$ unittest-parallel -j 4 -s TransportMaps.tests.serial

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

Project details


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