wolffd@0: function [muX, SXX] = marginalize_gaussian(mu, Sigma, X, Y, ns)
wolffd@0: % MARGINALIZE_GAUSSIAN Compute Pr(X) from Pr(X,Y) where X and Y are jointly Gaussian.
wolffd@0: % [muX, SXX] = marginalize_gaussian(mu, Sigma, X, Y, ns)
wolffd@0: 
wolffd@0: [muX, muY, SXX, SXY, SYX, SYY] = partition_matrix_vec(mu, Sigma, X, Y, ns);
wolffd@0: 
wolffd@0: