Comments (2)
I am torn, compound
is more familiar to people, but somehow it obscures the compositional nature even more and I wouldn't know how to name the other compositions which are (kf)(x) = ∫ f(y) k(x, dy) and (k₁k₂)(x) = ∫∫ k₁(x,dy) k₂(y, dz)
from measuretheory.jl.
Based on the Twitter discussion here we could also consider making kernels callable not just on values, but also on measures. Then composition of kernels would just be
from measuretheory.jl.
Related Issues (20)
- Don't export `ifelse`? HOT 5
- Support ChangesOfVariables.with_logabsdet_jacobian for transformations HOT 6
- `testvalue(::MvNormal)` fails HOT 1
- Zenodo integration and DOI'd version for paper HOT 2
- `logdensityof` fails for `For` with arrays HOT 4
- WARNING: both MeasureTheory and TransformVariables export "as"; uses of it in module Main must be qualified HOT 2
- Scaled canonical gaussian likelihoods HOT 5
- Scaled canonical quadratic likelihoods (#228) should support fusion
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- Goals for 0.19.0
- Making `smf` ForwardDiff-friendly HOT 2
- `logdensityof(::For, x)` slower than it should be HOT 3
- `For` transports HOT 1
- MvNormal is unintuitive and has performance issues relative to Distributions.jl
- Error when calling `rand` on a product measure HOT 3
- sum of random variable and deterministic value? HOT 2
- MeasureTheory was moved under JuliaMath
- MethodError for `quantile(Poisson(x), p)`
- Bump Static.jl compat HOT 1
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from measuretheory.jl.