Convert 2 variable of Gaussian into a bivariate Gaussian?

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  I have 2 variable of Gaussian formed from some factors, and I would like to form a Variable of bivariate Gaussian from them.

      let a = Variable.GaussianFromMeanAndVariance(0.0, 1.0)
      let b = Variable.GaussianFromMeanAndVariance(1.0, 2.0)
      let range = Range 2
      let x = Variable.Array range
      x.[0] <- a
      x.[1] <- b
      printfn "%A" (engine.Infer x)
      let y = Variable.Vector(x)
      printfn "%A" (engine.Infer y)

  The above doesn't work.

  I know if I have a VariableArray<double>, then I can simply use Variable.Vector.

  But here I have 2 Variables instead of a Variable Array

  Update:

  I got a workaround, it is quite ugly, and maybe very inefficient.

  
      let a = Variable.GaussianFromMeanAndVariance(0.0, 1.0)
      let b = Variable.GaussianFromMeanAndVariance(1.0, 2.0)
      let range = Range 2
      let x = Variable.Array<double> range
      using(Variable.ForEach range) (fun rangeBlock -> (Variable.IfBlock (rangeBlock.Index == 0)) (fun _ -> x.[range] <- a) (fun _ -> x.[range] <- b))
      printfn "%A" (engine.Infer x)
      let y = Variable.Vector(x)
      printfn "%A" (engine.Infer y)

  • Edited by colinfang Friday, October 24, 2014 5:06 PM

  Friday, October 24, 2014 4:19 PM