How to define custom observation schemes?
To define custom observation schemes use the struct GeneralObs
. You can read more about it here. It allows you to define any observation scheme.
By default GeneralObs
requires from the user to pass a LinearGsnObs
approximation to the GeneralObs
. This is meant to be used in an MCMC setting, when such an approximation is necessary. However, if your application does not require LinearGsnObs
approximation, then simply pass an irrelevant instance of LinearGsnObs
to a constructor of GeneralObs
(or define a custom constructor for GeneralObs
that does not require from the user for LinearGsnObs
to be passed, and instead, creates and passes an irrelevant instance of LinearGsnObs
internally).