Time Series Analysis, Bayesian Modeling, Machine Learning, TensorFlow.
we just have to use the definition of the prior p(ω) and the likelihood p(y), invert the 2x2 covariance matrix Σ and regroup the terms. The longer the time-series is, the bigger is the Σ matrix that has to be inverted. 2.2 Analytical solution for multiple trees We will denote by yᵐ, y′ᵐ the height