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adam_t_clark

Follow-up on a question I posted on that other website (x.com/adam_t_clark/status/1829).

I ended up having to directly model latent states, i.e.:

xT ~ logN(x_mu, x_sd)
xOi ~ N(x_Ti, b0+x_Ti*b1)

I was initially sampling xT ~ N(), using a flat prior to limit the sampler to positive values. That ended up biasing the estimates and decreasing power, since it didn't let the sampler explore negative parameter space. Solution was to use a strictly positive distribution.

Thanks, @brosenbaum, for the help!

X (formerly Twitter)Adam Clark (@adam_t_clark) on XI'm trying to fit a model describing how observation error varies with system state, based on repeated noisy observations. I'm sure this is a solved problem, but I'm not finding the right keywords to search for. Any suggestions? Model is as follows: