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Scaled canonical quadratic likelihoods (#228) should support fusion #229

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mschauer opened this issue Aug 22, 2022 · 0 comments
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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

@mschauer mschauer changed the title Scaled canonical Gaussians (#228) should support fusion Scaled canonical quadratic likelihoods (#228) should support fusion Aug 23, 2022
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