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Can we implement a diagonal MvNormal distribution and its manifold #8

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bvdmitri opened this issue Jul 3, 2024 · 2 comments
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Can we implement a diagonal MvNormal distribution and its manifold #8

bvdmitri opened this issue Jul 3, 2024 · 2 comments
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bvdmitri commented Jul 3, 2024

This option significantly reduces computational requirements for large MvNormal (at a cost of accuracy of course). This will up to a user if they want to project on a full MvNormal or an MvNormal constraint to have a diagonal covariance matrix.
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Nimrais commented Jul 22, 2024

Yes we can, but first we need to implement an exponential family member for it ReactiveBayes/ExponentialFamily.jl#201.

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Nimrais commented Oct 28, 2024

done here #22

@Nimrais Nimrais closed this as completed Oct 28, 2024
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