Tag: missing observations

The inference model isn’t giving good performance. But is this because we’re missing data? In the inference model, the recorded output activity is related to the input according to $$ (\sigma^2 \II + \AA \AA^T) \bLa = \YY,$$where we’ve absorbed $\gamma$ into $\AA$. We can model this as $N$ observations of $\yy$ given $\bla$, where$$…