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44 lines
811 B
Text
44 lines
811 B
Text
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A todo list for the state space models
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1) Documentation for the functions
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2) implementation for
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Matern32 - Done
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Matern52
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exponential - Done
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bias
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white
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rbf
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periodic Materns >???
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periodic rbf
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3) Addition and multiplication
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addition - computing the sde variables is done, needs brushing
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derivatives
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multiplication
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F = kron_sum(F1, F2)
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L, Qc, H P_inf: kron_prod
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derivatives!
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4) Examples. Just a draw from a mater32. Show that the standard method gives the same result as the SS
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5) Tests. Ensure that the log-likelihood is the same for the standard as the SS
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same for the derivatives.
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checkgradding
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check adding and multiplication works for various combinations
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6) plotting
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plot the kalman fitered result, and the smoothed result.
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Copy AS's animation
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posterior samples
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