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Opened 16 years ago

Last modified 15 years ago

#635 closed task

Hierarquical structure over BSR missing block variables — at Initial Version

Reported by: Víctor de Buen Remiro Owned by: Jorge
Priority: highest Milestone: BSR hierarchy and priors
Component: Math Version: 2.0.1
Severity: blocker Keywords: BSR, missing, hierarquical
Cc:

Description

User should be able to define latent, prior and generic constraints over missing block variables.

A tipical situation is that an input or output is non stationary, so scalar truncated normal distributions are no too apropriate.

For example, if the original series requires a regular difference to be stationary, then user could write something like this 

  knownValue[n-1] = residual[n] + missingVariable[n]

if n-th datum is unknown but (n-1)-th is known, or

  0 = residual[n] + missingVariable[n] - missingVariable[n-1]

if both n-th and (n-1)-th data are unknown.

Change History (0)

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