My one piece of research news today was an email exchange with Boris Leistedt (NYU) in which he completely took me to school on math with Gaussians. My intuition (expressed this week) that there was an easier way to do all the operations I was doing was right! But everything else I was doing was not wrong but wrong-headed. Anyways, this should simplify some things right away. The key observation is that a product of Gaussians can be transformed into another product of Gaussians, in another basis, trivially. More soon!
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