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TuringLang / SSMProblems.jl

Common abstractions for state-space models
http://turinglang.org/SSMProblems.jl/
MIT License
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Method for forward simulation #36

Closed THargreaves closed 1 month ago

THargreaves commented 5 months ago

Forward simulation of a state space model (sampling a set of Xs and Ys) feels like such a common operation that SSMProblems should define a default sample method for doing this.

FredericWantiez commented 5 months ago

Agree, it's essentially adding emission to the interface, not just emission_logdensity