Sigma.jl
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In conditional probability queries - refine directly preimage of conditioning Rand Var
Currently we do two preimage computations - one for Y and one for X & Y. Both of these preimage queries refine starting with the whole of Omega. A better way might be to find the preimage of Y first, then use that preimage as the starting point for the refinement of X. We get an intersection of X and Y effectively by construction we may help with
- Speed we're doing less work so it should go faster
- The problem of correlation when dividing two intervals for computing the conditional probability
Being able to start refining from an arbitrary subset of Omega will be good for a number of other reasons. In particular we can refine a bit, if the result is satisfactory we can refine some more.