I am trying to fit a set of parameters (\theta_1 and \theta_2) for subjects (s) over different time points (t) with a Gaussian dynamic process. My generative model looks like this: \mathbf{x}_{t+1}^s \sim \mathcal{N}(\mathbf{A} \mathbf{x}_t^s + \mathbf{B} \mathbf{u}_t^s,\mathbf{Q})\\ \mathbf{\thet…

Non-converging chains for a set of parameters

nerpa January 21, 2021, 11:27pm 21

Thank you!

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