density changes

density_change.py

fig, axes = plt.subplots(nrows=1, ncols=2, sharex=False, sharey=False)
axes = axes.flatten()

data = pd.DataFrame(samples, columns=["x_0", "x_1"])
sns.kdeplot(data=data, x="x_0", y="x_1", ax=axes[0])

data = pd.DataFrame(pushforward_samples, columns=["x_tilde_0", "x_tilde_1"])
sns.kdeplot(data=data, x="x_tilde_0", y="x_tilde_1", ax=axes[1])

xyA = [2.5, -0.6]
xyB = [-0.1, .87]
arrow = patches.ConnectionPatch(
    xyA,
    xyB,
    coordsA=axes[0].transData,
    coordsB=axes[1].transData,
    color="black",
    arrowstyle="-|>",
)
fig.subplots_adjust(left=None, bottom=None, right=None, top=None, wspace=1, hspace=None)
axes[0].set_title(r"Density of $\mathbf{X}$")
axes[1].set_title(r"Density of $g(\mathbf{X})$")

fig.patches.append(arrow)
fig.savefig("transformation.png");