pyhgf.updates.posterior.continuous.continuous_node_update#
- pyhgf.updates.posterior.continuous.continuous_node_update(attributes: Dict, node_idx: int, edges: Tuple[AdjacencyLists, ...], time_step: float, **args) Dict[source]#
Update the posterior of a continuous node using the standard HGF update.
The standard HGF posterior update is a two-step process: 1. Update the posterior precision. 2. Update the posterior mean and assume that the posterior precision is the value updated in the first step.
- Parameters:
- attributes
The attributes of the probabilistic nodes.
- node_idx
Pointer to the node that needs to be updated. After continuous updates, the parameters of value and volatility parents (if any) will be different.
- edges
The edges of the probabilistic nodes as a tuple of
pyhgf.typing.Indexes. The tuple has the same length as node number. For each node, the index list value and volatility parents and children.- time_step
The time elapsed between this observation and the previous one.
- Returns:
- attributes
The updated attributes of the probabilistic nodes.
References
[1]Weber, L. A., Waade, P. T., Legrand, N., Møller, A. H., Stephan, K. E., & Mathys, C. (2023). The generalized Hierarchical Gaussian Filter (Version 1). arXiv. https://doi.org/10.48550/ARXIV.2305.10937