funsor
funsor copied to clipboard
Moment matching rules for Gaussian+{Delta,Gaussian} etc.
@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 Delta
s.
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