pyro-ppl / funsor

Functional tensors for probabilistic programming
https://funsor.pyro.ai
Apache License 2.0
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Refactor Gaussian info_vec,precision from backend arrays to Funsors #556

Open fritzo opened 3 years ago

fritzo commented 3 years ago

This tracks @eb8680's old idea of making Gaussian more amenable to symbolic computation. One advantage of this approach is that a forward-backward algorithm could be performed symbolically, such that each SVI step would require only a substitution, rather than a complete optimization pass.

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