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MParT

On the record

Applications
Its monotone triangular transport maps can model conditional distributions and accelerate posterior sampling in Bayesian inference.measuretransport.github.io · read 5 Oct 2026
Build requirements
MParT uses CMake and requires version 3.13 or later; the documentation says it has not been tested with every version of its dependencies.measuretransport.github.io · read 12 Oct 2026
Dependencies
The source build requires CMake version 3.13 or later; the documentation lists Kokkos, Eigen, Cereal, Pybind11, and Catch2 among its dependencies.measuretransport.github.io · read 5 Oct 2026
Examples
The project provides tutorials for C++, Python, Julia, and Matlab, including examples for Bayesian inference and map-based density estimation.measuretransport.github.io · read 12 Oct 2026
GPU support
CUDA support requires compiling from source with an externally installed Kokkos and NVIDIA CUDA libraries.measuretransport.github.io · read 12 Oct 2026
Installation
The main C++ library and Python wrapper can be installed with conda, and Julia bindings can be installed through Julia's package manager.measuretransport.github.io · read 12 Oct 2026
Integrations
The project describes MParT as suitable for use in higher-level libraries such as TransportMaps and MUQ.measuretransport.github.io · read 12 Oct 2026
Intended users
The project invites users to contribute to development and documentation, including by forking the repository and submitting pull requests.measuretransport.github.io · read 12 Oct 2026
Languages
MParT is a C++ library with bindings for Python, Julia, and Matlab.measuretransport.github.io · read 12 Oct 2026
License
MParT is released under the BSD 3-Clause License, which permits redistribution and use in source and binary forms subject to its stated conditions.measuretransport.github.io · read 12 Oct 2026
Performance
The project emphasizes fast execution and parsimonious parameterizations intended to permit near real-time computation on low and moderate dimensional problems.measuretransport.github.io · read 12 Oct 2026
Platform support
The installation guide provides MacOS and Linux environment path instructions and says the basic source build should work on most operating systems.measuretransport.github.io · read 5 Oct 2026
Purpose
MParT is a multi-language toolkit for constructing and using monotone functions for measure transport and regression.measuretransport.github.io · read 12 Oct 2026
Support
Users can ask questions, discuss enhancements, report bugs, or request features through GitHub issues and discussions or by emailing the developers.measuretransport.github.io · read 12 Oct 2026
Tutorials
The examples cover map construction from densities and samples, monotone least squares, Bayesian inference, and stochastic volatility.measuretransport.github.io · read 5 Oct 2026
Use cases
Its monotone triangular transport maps can model conditional distributions and accelerate posterior sampling in Bayesian inference.measuretransport.github.io · read 12 Oct 2026

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