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Replace StateSpaceVar.condition_on_qoi_observation #476

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pnkraemer opened this issue Mar 21, 2023 · 0 comments · Fixed by #487
Closed

Replace StateSpaceVar.condition_on_qoi_observation #476

pnkraemer opened this issue Mar 21, 2023 · 0 comments · Fixed by #487
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enhancement New feature or request

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@pnkraemer
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Replace condition_on_qoi_observation(u, std) with e.g. observe_qoi which computes only the marginals and the backwards transitions. No data.

If desired, the correction can be computed with backward marginalisation.

The advantages of this split are:

  • No argument duplication in log-likelihood computation: currently, the input (u) enters both the condition_on_* and the logpdf function, but only the latter is necessary for the log-likelihood computation
  • (Related to the above) We an cache the output, which implies more efficiency
  • Simplification of implementing linear operator observations (link: Linear operator observations in negative-marginal-likelihood #265). Implementing such observations becomes a one-liner in dense_output.py instead of a 10-liner in each of the state-space model implementations.
@pnkraemer pnkraemer added the enhancement New feature or request label Mar 21, 2023
@pnkraemer pnkraemer linked a pull request Apr 3, 2023 that will close this issue
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