Time Series Analysis, Bayesian Modeling, Machine Learning, TensorFlow.
observations {yₜ} at different times that are noisy and deviate from the exact values {zₜ}. This type of problems is often described through state-space models where the observations {yₜ} are described as samples of an observation process {Yₜ} that depend linearly on the state process {Zₜ}. A