How to align points to another set of points with probabilities?

[Mrqeoqqt]

Checklist

• [X] I have searched for similar issues.
• [X] For Python issues, I have tested with the latest development wheel.
• [X] I have checked the release documentation and the latest documentation (for master branch).

My Question

The source set N has the shape of (n, 3), and the target set M has the shape of (m, 3). However, each point in the target set also has a probability assigned between [0, 1]. So there's an additional vector p with the shape of (m, 1).

I want to use a point-to-point alignment method in open3d to optimize $E(T)= \sum p(i)*||m(i)-Corres_n(m(i))||^{2}$. With open3d.registration.registration_icp, currently I already can optimize $E(T)= \sum ||m(i)-Corres_n(m(i))||^{2}$, but I don't know how to incorporate probabilities or weights in the function.

Thank you for help in advance.