search

aesara-devs / aemcmc

AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.
https://aemcmc.readthedocs.io/en/latest/
MIT License
39 stars 11 forks source link

Add convolutions of distributions #57

Open rlouf opened 2 years ago

rlouf commented 2 years ago

The closed-form expression for the sum of random variables is known in many cases. This can lead to significant simplifications.

rlouf commented 2 years ago

The sum of normally-distributed random variables is partially implemented in this comment: https://github.com/aesara-devs/aemcmc/pull/66#issuecomment-1258471312