Time Series Analysis, Bayesian Modeling, Machine Learning, TensorFlow.
properties: where δₘₙ is the Kronecker delta which is equal to 1 if m=n and to 0 otherwise. One can also show that {Yₜ} is a Gaussian stochastic process which means that the joint probability distribution of every sampled trajectory y (y=y₁ …yT) can be described as a multivariate normal