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Implement convolution of PDFs

Open ibab opened this issue 10 years ago • 2 comments

Theano implements fast convolution via FFT. We could implement a Conv distribution that takes two distributions and represents their convolution.

ibab avatar Jan 30 '15 11:01 ibab

You would use it like Conv(x, dist1, dist2). If either dist1 or dist2 don't contain the variable x, we should throw an error.

ibab avatar Jan 30 '15 12:01 ibab

There may be distributions that we can convolute symbolically. If that's the case, Conv should automatically use the fastest approach.

ibab avatar Jan 30 '15 12:01 ibab