JuliaMath / JuliaMath/MeasureTheory.jl

Scaled canonical quadratic likelihoods (#228) should support fusion

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Mitosis
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Description

In this parametrizisation fusion (pointwise product of densities) is trivial:

The new set of parameters `(c, F, H)` for fusing k densities of this form is

Screen Shot 2022-08-22 at 18 05 01

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