[MRG] HD Gaussian empirical bures

[marcogenni]

Types of changes

Add of the function ot.gaussian.empirical_bures_wasserstein_hd to compute the OT map between HD Gaussian distributions. A new function ot.datasets.make_gauss_hd was created to simulate form two HD Gaussian distributions and a test was implemented (test_bures_wasserstein_mapping_hd) in module test_gaussian.py

Motivation and context / Related issue

The changes are aimed to introduce in POT the OT map and Wasserstein distance estimators in the HD Gaussian case, as described Bouveyron and Corneli, Scaling optimal transport to high-dimensional gaussian distributions, Statistics and Computing, 2026

How has this been tested (if it applies)

PR checklist

• [ x] I have read the CONTRIBUTING document.
• [ x] The documentation is up-to-date with the changes I made (check build artifacts).
• [ x] 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.

[codecov]

Codecov Report

❌ Patch coverage is 97.70992% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 96.82%. Comparing base (3e10dd6) to head (6b388db).
⚠️ Report is 1 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff            @@
##           master     #814    +/-   ##
========================================
  Coverage   96.81%   96.82%            
========================================
  Files         124      124            
  Lines       24276    24536   +260     
========================================
+ Hits        23503    23757   +254     
- Misses        773      779     +6     

🚀 New features to boost your workflow:

• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

[rflamary]

Thank you so much @marcogenni ,

Below are a few comment about API (using only one parameter for intrisic dim, debug documentation, run tests on data from all backend). Fee free to ask questions on slack if unclear.

[rflamary]

A few more comments, we are nearly there