python-mle
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Implement convolution of PDFs
Theano implements fast convolution via FFT.
We could implement a Conv
distribution that takes two distributions and represents their convolution.
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.
There may be distributions that we can convolute symbolically. If that's the case, Conv
should automatically use the fastest approach.