LinearGaussianModel

class LinearGaussianModel = MarkovModel<LinearGaussianState, LinearGaussianParameter>

Linear-Gaussian state-space model. The delayed sampling feature of Birch results in a Kalman filter being applied to this model.

Run with:

birch sample \
  --model LinearGaussianModel \
  --input-file input/linear_gaussian.json \
  --output-file output/linear_gaussian.json \
  --ncheckpoints 10