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Multiple Observations Per Time

Open willtebbutt opened this issue 4 years ago • 0 comments

In https://discourse.julialang.org/t/domainerror-in-temporalgps/70708/6 multiple observations of a single time series are available at each point in time. My suspicion is that this is the cause of some inference problems that the OP encountered.

This could be resolved by adding a type which explicitly allows for multiple observations of each point in time, and performs the updates in a numerically stable manner.

willtebbutt avatar Nov 08 '21 10:11 willtebbutt