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Implement convolution of PDFs #4

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ibab opened this issue Jan 30, 2015 · 2 comments
Open

Implement convolution of PDFs #4

ibab opened this issue Jan 30, 2015 · 2 comments
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@ibab
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ibab commented Jan 30, 2015

Theano implements fast convolution via FFT.
We could implement a Conv distribution that takes two distributions and represents their convolution.

@ibab
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ibab commented Jan 30, 2015

You would use it like Conv(x, dist1, dist2). If either dist1 or dist2 don't contain the variable x, we should throw an error.

@ibab
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ibab commented Jan 30, 2015

There may be distributions that we can convolute symbolically. If that's the case, Conv should automatically use the fastest approach.

@ibab ibab modified the milestone: v0.1 Feb 2, 2015
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