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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.
The text was updated successfully, but these errors were encountered:
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:
u
) enters both the condition_on_* and the logpdf function, but only the latter is necessary for the log-likelihood computationdense_output.py
instead of a 10-liner in each of the state-space model implementations.The text was updated successfully, but these errors were encountered: