Add MDNDensityEstimator

[jnsbck]

…oned, and corrected for proposals, bot in SNPE-A and SNPE-C

What does this implement/fix? Explain your changes

This PR attempts to consolidate the functionalities of the various mixture density objects used throughout the toolbox, for details see #989 into one MixtureDensityEstimator. I will try to do this by implementing a MoG object on which conditioning, marginalization and proposal correction can be done if necessary, but it behaves like a Flow otherwise.

Does this close any currently open issues?

Fixes #989

Any relevant code examples, logs, error output, etc?

...

Any other comments?

PR is a WIP and subject to change. dev.ipynb already contains a working sketch of the implemetation though.

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[janfb]

Hi @jnsbck, can you please add a description of this PR?
I am sure the PR makes total sense, I just could see directly what it is planning to do.

another comment: MixedDensityEstimator is already used in the context of mixed data (for MNLE). Maybe you can call it MixtureDensityEstimator?

Thanks 🙏

[jnsbck]

Yea of course. Was planning to continue working on it. Left the desc blank since its in draft state. Yes, can rename it to MixtureDensityEstimator. :)

EDIT: updated the desc. working on this is on my Todo :)

[janfb]

Ping @jnsbck :)
What is the status here, is there anything we can help with?

[jnsbck]

Have too much of other stuff on my plate currently, so I have not been actively working on this. Still on my todo though. I hope I will get around to finishing this at some point. Feel free to take the template and add to it though if you need some of the functionality urgently.

Will let you know when I start working on it again and where I need help :)

[janfb]

OK, thank you for the update @jnsbck 🙏