ibab/python-mle

Implement convolution of PDFs

Opened this issue · 2 comments

ibab commented

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

ibab commented

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 commented

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