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Gaussian Mixtures #14

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@christiando

Many operations like for Gaussian mixtures can be implemented by looping over Gaussian operations, especially the affine transformations. However, there are also some problems, e.g. how to implement integration over the log density of mixtures. There are two possibilities:

  • Allow mixtures only in restricted mode. Straightforward to implement, but less valuable, since parameter learning in general will rely on terms that require integration of log-densities
  • Come up with the implementation of log-density integration, to enable full usage of mixtures in the context of the toolbox.

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