Fixed default value for emission_dist parameter of ParamsGGSSM in generalized_gaussian_ssm/models.py to correctly be a lambda function that takes in mean and cov and returns a tfp MultivariateNormalFullCovariance distribution object.
Updated _condition_on() in generalized_gaussian_ssm/inference.py to compute the marginal log likelihood with respect to the emission_dist parameter specified in ParamsGGSSM object.
Added a simple unit test in generalized_gaussian_ssm/models_test.py to verify that emissions generated via Poisson process lead to larger marginal log-likelihood under CMGF with Poisson emission_dist when compared to the previous default of MVN emission_dist.
Description
emission_distparameter ofParamsGGSSMingeneralized_gaussian_ssm/models.pyto correctly be a lambda function that takes inmeanandcovand returns a tfpMultivariateNormalFullCovariancedistribution object._condition_on()ingeneralized_gaussian_ssm/inference.pyto compute the marginal log likelihood with respect to theemission_distparameter specified inParamsGGSSMobject.generalized_gaussian_ssm/models_test.pyto verify that emissions generated via Poisson process lead to larger marginal log-likelihood under CMGF with Poissonemission_distwhen compared to the previous default of MVNemission_dist.Issue
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