Merge pull request #341 from ReactiveBayes/linearizedproductof-sample…

…list add linearizedproductof to lowprioritycandidates for sample list form constraint
ReactiveBayes · Aug 1, 2024 · 858000c · 858000c
2 parents 04ea9fc + 44b9e49
commit 858000c
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diff --git a/src/constraints/form/form_sample_list.jl b/src/constraints/form/form_sample_list.jl
@@ -47,7 +47,7 @@ __approximate(constraint::SampleListFormConstraint{N, R, S, M}, left, right) whe
 # which is not in the `AutoProposalLowPriorityCandidates` list
 # For example if we have a product of a `Gaussian` and a `ContinuousGenericLogPdf` the `AutoProposal` strategy
 # should pick the `Gaussian` as the proposal distribution
-const AutoProposalLowPriorityCandidates = Union{AbstractContinuousGenericLogPdf}
+const AutoProposalLowPriorityCandidates = Union{AbstractContinuousGenericLogPdf, LinearizedProductOf}
 
 function __approximate(constraint::SampleListFormConstraint{N, R, S, M}, left::AutoProposalLowPriorityCandidates, right) where {N, R, S <: AutoProposal, M}
     return BayesBase.approximate_prod_with_sample_list(constraint.rng, constraint.method, right, left, N)

diff --git a/test/constraints/form/form_sample_list_tests.jl b/test/constraints/form/form_sample_list_tests.jl
@@ -47,4 +47,14 @@
             end
         end
     end
+
+    @testset "approximation when left or right is LinearizedProductOf" begin
+        using LinearAlgebra
+        left = MvNormalMeanCovariance(randn(2), Diagonal(rand(2)))
+
+        right = LinearizedProductOf([ContinuousMultivariateLogPdf(2, (x) -> rand()) for _ in 1:10], 10)
+        constraint = SampleListFormConstraint(100)
+        q = constrain_form(constraint, prod(GenericProd(), left, right))
+        @test q isa SampleList
+    end
 end