I am using state space models for time series modeling using the following model X_t = g(X_{t-1}) + N(0,\sigma^2) \\ y^i(t) \sim Poisson(f(z^i(t),X_t)) where i corresponds to ith sample at time t, g and f are non-linear models and \sigma is part of parameters to be estimated along with f and g. y…

How to increase weights of conditional log probability

ricardoV94 November 22, 2023, 3:44pm 4

You can retrieve the value variable from model.rvs_to_values[X_t]

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