Internals

For contributors. None of these names is public.

The two forms of DeltaApproximation, which the dependencies and rules dispatch on:

DeltaMessagePassingRules.UnknownInverse — Type

UnknownInverse

The type of a DeltaApproximation without a known inverse, DeltaApproximation{<:Any, Nothing}. Its dependencies read the joint over the inputs towards an input: (:in, k) => (m[:in][k], q[(:in,)]).

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DeltaMessagePassingRules.KnownInverse — Type

KnownInverse

The type of a DeltaApproximation with a known inverse, a function or a tuple of functions, one per input. Its dependencies read the message from out and the other inputs' messages towards an input: (:in, k) => (m[:out], m[:in][!k]).

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The routines the Gaussian rules share: the two methods differ only in these.

DeltaMessagePassingRules.approximate_normal — Function

approximate_normal(method, f, distributions::Tuple)

The normal approximation of f(x₁, …, xₙ) for independent normal inputs distributions, by method, Unscented or Linearization: a normal with the pushforward's mean and covariance, univariate or multivariate as the output of f is. The message rules towards out, and towards an input through a known inverse, are this call.

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DeltaMessagePassingRules.forward_statistics — Function

forward_statistics(method, f, μs, Σs, μ_in, Σ_in) -> (μ, Σ, C)

The mean μ and covariance Σ of f of the inputs, and the cross-covariance C of the inputs with it, by method, for inputs with means μs and covariances Σs (tuples, one entry per input) whose joint has mean μ_in and covariance Σ_in. The rule for the joint over the inputs smooths these with the message from out, by smoothRTS.

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The error of a method the node does not accept, and the projection families of CVIProjection:

DeltaMessagePassingRules.delta_method_hint — Function

delta_method_hint(method) -> Union{Nothing, String}

A sentence on what to do about a method the Delta node does not accept, which the error of DeltaApproximation appends, or nothing. A method whose rules live in a package extension, such as CVIProjection, names the package to load.

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DeltaMessagePassingRules.get_kth_in_form — Function

get_kth_in_form(method::CVIProjection, k::Int)

The projection family method names for input k, its in_prjparams.in_k, or nothing when it names none.

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