In the Inference of a SDE section og the Turing tutorials the noise added to the states are described in the noise model with the \phi parameters. Is \sigma supposed to capture observation noise? What is its true value?

[image] zenkavi: Is σ\sigma supposed to capture observation noise? Yes. [image] zenkavi: What is its true value? odedata = Array(sol1) + 0.8 * randn(size(Array(sol1))) 0.8. That one needs a lot longer of a chain to converge though.

Confusion about parameter interpretation in Turing documentation

Specific Domains Probabilistic Programming

ChrisRackauckas February 8, 2021, 5:50pm 4

I set that when generating the data. In reality, it’s measurement noise.

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Confusion about parameter interpretation in Turing documentation

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