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It's currently quite difficult to use the hierarchical model with the BF. This can be overcome by having the filtering algorithms access the model dynamics through a getter method rather than .dyn.
If we then changes the fields of the hierarchical SSM to outer_dyn, inner_dyn, obs we can then construct a HierarchicalDynamics when dynamics() is called, or a regular SSM when inner_model() method is called.
This may have some tiny overhead which could be overcome by caching these two responses on creation of the dynamics, but that might be overkill since that's unlikely to be the bottleneck.
The text was updated successfully, but these errors were encountered:
It's currently quite difficult to use the hierarchical model with the BF. This can be overcome by having the filtering algorithms access the model dynamics through a getter method rather than
.dyn
.If we then changes the fields of the hierarchical SSM to
outer_dyn
,inner_dyn
,obs
we can then construct aHierarchicalDynamics
whendynamics()
is called, or a regular SSM wheninner_model()
method is called.This may have some tiny overhead which could be overcome by caching these two responses on creation of the dynamics, but that might be overkill since that's unlikely to be the bottleneck.
The text was updated successfully, but these errors were encountered: