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[WIP] Gaussian Mixture OT
TODO
- [ ] make proj_SDP batch-friendy and backend-compatible
- [ ] finish flow example
- [ ] re-implement pdfs
- [ ] documentation
- [ ] faster bures distance matrix (re-implement bures and store square roots): einsum?
- [ ] faster barycentric mapping of GMM plan (same idea as for bures)
- [ ] stochastic GMM mapping
- [ ] asserts / tests
Types of changes
Motivation and context / Related issue
How has this been tested (if it applies)
PR checklist
- [ ] I have read the CONTRIBUTING document.
- [ ] The documentation is up-to-date with the changes I made (check build artifacts).
- [ ] All tests passed, and additional code has been covered with new tests.
- [ ] I have added the PR and Issue fix to the RELEASES.md file.