Apply a UOT coupling to map signals into template space

Applies the entropic UOT coupling implied by translation-invariant dual potentials, without materializing the full transport plan.

Usage

uot_apply_map(cost, alpha, beta, fbar, gbar, epsilon, signal, delta = 1e-08)

Arguments

cost

A dense numeric matrix (n x m) or a sparse cost list with CSR fields from uot_build_cost.

alpha

Source masses (length n).

beta

Target masses (length m).

fbar

Translation-invariant source potential (length n).

gbar

Translation-invariant target potential (length m).

epsilon

Entropic regularization parameter (> 0).

signal

Source signal: numeric vector (length n) or matrix (T x n).

delta

Stabilizer added to the denominator.

Value

A numeric vector (length m) or matrix (T x m).

Examples

set.seed(1)
C <- matrix(runif(30), 5, 6)
a <- rep(1, 5)
b <- rep(1, 6)
fit <- uot_ti_sinkhorn_kl(C, a, b, epsilon = 0.5, rho1 = 1, rho2 = 1,
                          max_iter = 200, tol = 1e-8)
s <- rnorm(5)
y <- uot_apply_map(C, a, b, fit$fbar, fit$gbar, epsilon = 0.5, signal = s)
str(y)
#>  num [1:6] 0.384 0.593 0.338 0.456 0.534 ...