Time Series Analysis, Bayesian Modeling, Machine Learning, TensorFlow.
distribution ρ(y|μ, Σ) with mean μ and covariance matrix Σ: Because Σ is not a diagonal matrix we cannot factorize p(y) into a product of the distributions for each point of the trajectory y. In fact, we can show that knowing y′ measured at t′ < t influences our measurement y at t. We just have to