Hello, I read several posts and tried different approaches before writing this post, but I have been stuck for a moment now and I cannot make a simple time series work when the variables have more than one dimension. Below is an example of a simple HMM with a latent variable Z that evolves over tim…

Wrong posterior in multidimensional GaussianRandomWalk

ricardoV94 January 9, 2023, 9:34am 7

Totally agree. Would you like to open a pull request for that? This applies to all timeseries

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