itsdfish
Implement logpdf and loglikelihood for ProductDistribution
@PTWaade, I added logpdf and rand methods for SSM2D that work for product_distribution. It works for SSM1D out of the box, but there were some complications for ContinuousMultivariateSSM. I will do some more investigation later.
I'll be releasing a new version soon with the new methods.
Registration pull request created: JuliaRegistries/General/134564
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@itsdfish wonderful news - I will try it out as soon as I get the chance :)
Thank you, excited to use this more! I don't have any immediate use-cases with ContinuousMultivariateSSM models, but it would be great to be able to do product distributions with those as well.
Many warm thoughts from here
