Author Topic: FEATURE Request: Option to calibrate multipliers on the error covariance  (Read 742 times)

maitreyakurumbhati

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Would it be possible to have an added option to calibrate multipliers on the error covariance in Bayesian Inference problems given that we have a specific error covariance structure?

AakashBS

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This has been added to our list of tasks. A feature will be developed that provides the option to pass in the covariance structure for error, and specify that multipliers on the error covariance must be calibrated.