Summary:

Complements issue 755 in the math repo.

Description:

The goal is to design specialized functions to efficiently compute the posteriors of latent gaussian models. In particular we want to consider the case where the observations follow a conditional distribution which is Normal, Poisson, Binomial, and Negative Binomial.

Exposing the functions shouldn't be too hard, as at first glance the functions are not higher-order functions. This may change if we make the functions less specialized and more flexible.

Current Version:

v2.17.1