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Results tagged with probability
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user 107503
A probability provides a quantitative description of the likely occurrence of a particular event.
1
vote
Accepted
How to infer a missing observation in a state space model?
There is a vast literature about this topic. The model schematic you have drawn shows a hidden markov model. This class of model assumes that $p(y_t)$ is independent of all other variables given $z_t$ …
- 577
4
votes
Accepted
Array of samples from multivariate gaussian distribution Python
As far as I can tell you are drawing samples from that distribution rather than estimates of the mean. I'm not sure if this is what you want to be doing. If you just want to draw samples a simple way …
- 577