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Moment matching rules for Gaussian+{Delta,Gaussian} etc.

Open fritzo opened this issue 5 years ago • 2 comments

@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

fritzo avatar Oct 04 '19 21:10 fritzo

cc @martinjankowiak

fritzo avatar Oct 04 '19 21:10 fritzo

These will also be necessary for #90

eb8680 avatar Oct 04 '19 22:10 eb8680