funsor
funsor copied to clipboard
Moment matching rules for Gaussian+{Delta,Gaussian} etc.
trafficstars
@lawmurray pointed out that, while the moment_matching interpretation allows Gaussians to be closed under marginalization of the form .reduce(ops.logaddexp, misc_discrete_vars), it currently does not handle binary mixtures of the form Gaussian + GaussianMixture or even Gaussian + Gaussian. We could conceivably add new approximation rules, uncontroversially for Gaussian, but also possibly for Gaussian summarizations of mixtures of Deltas.
Possible rules to add
- [ ]
Gaussian + Gaussian => Gaussian - [ ]
Gaussian + Delta => Gaussian - [ ]
Delta + Delta => Gaussian - [ ]
Reduce(LogaddexpOp, Delta, -) => Gaussian
cc @martinjankowiak
These will also be necessary for #90