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[FEATURE] build linear Gaussian chain rule utility function

Open dehann opened this issue 4 years ago • 6 comments

A variable elimination game calls for calculating a new conditional from other factors (akin to "smart factors").

dehann avatar Dec 05 '19 18:12 dehann

cc @Affie

dehann avatar Dec 05 '19 18:12 dehann

likely useful to #464

dehann avatar Dec 06 '19 17:12 dehann

https://en.wikipedia.org/wiki/Schur_complement

dehann avatar Feb 07 '20 20:02 dehann

image(4)

dehann avatar Apr 04 '20 04:04 dehann

Would be great to leverage ChainRules.jl for this.

dehann avatar Apr 30 '22 16:04 dehann