MParT

Spec sheet

Purpose

MParT is a multi-language toolkit for constructing and using monotone functions for measure transport and regression.Read 12 Oct 2026 · measuretransport.github.io

Intended users

The project invites users to contribute to development and documentation, including by forking the repository and submitting pull requests.Read 12 Oct 2026 · measuretransport.github.io

Free plan

YesRead 23 Sep 2026 · measuretransport.github.io

Integrations

The project describes MParT as suitable for use in higher-level libraries such as TransportMaps and MUQ.Read 12 Oct 2026 · measuretransport.github.io

Support

Users can ask questions, discuss enhancements, report bugs, or request features through GitHub issues and discussions or by emailing the developers.Read 12 Oct 2026 · measuretransport.github.io

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.Read 12 Oct 2026 · measuretransport.github.io

Applications

Its monotone triangular transport maps can model conditional distributions and accelerate posterior sampling in Bayesian inference.Read 5 Oct 2026 · measuretransport.github.io

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.Read 12 Oct 2026 · measuretransport.github.io

Dependencies

The source build requires CMake version 3.13 or later; the documentation lists Kokkos, Eigen, Cereal, Pybind11, and Catch2 among its dependencies.Read 5 Oct 2026 · measuretransport.github.io

Examples

The project provides tutorials for C++, Python, Julia, and Matlab, including examples for Bayesian inference and map-based density estimation.Read 12 Oct 2026 · measuretransport.github.io

GPU support

CUDA support requires compiling from source with an externally installed Kokkos and NVIDIA CUDA libraries.Read 12 Oct 2026 · measuretransport.github.io

Installation

The main C++ library and Python wrapper can be installed with conda, and Julia bindings can be installed through Julia's package manager.Read 12 Oct 2026 · measuretransport.github.io

Languages

MParT is a C++ library with bindings for Python, Julia, and Matlab.Read 12 Oct 2026 · measuretransport.github.io

Performance

The project emphasizes fast execution and parsimonious parameterizations intended to permit near real-time computation on low and moderate dimensional problems.Read 12 Oct 2026 · measuretransport.github.io

Platform support

The installation guide provides MacOS and Linux environment path instructions and says the basic source build should work on most operating systems.Read 5 Oct 2026 · measuretransport.github.io

Tutorials

The examples cover map construction from densities and samples, monotone least squares, Bayesian inference, and stochastic volatility.Read 5 Oct 2026 · measuretransport.github.io

Use cases

Its monotone triangular transport maps can model conditional distributions and accelerate posterior sampling in Bayesian inference.Read 12 Oct 2026 · measuretransport.github.io

Where Specifiction places it

• Physics Simulation Software#88 of 896.6