ADF + EEKF demo #664
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ADF + EEKF demo #664
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Add jsl dependency
Add ADF posterior marginal plot
Add weight-estimation over time
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Description
This PR modifies
adf_logistic_regression_demo.pyby importing the intermediate steps of theeekf_estimation_demofound in the JSL library. It adds the estimation of posterior marginal distributions.Closes JSL issue#8
Figures
Prediction surface
Marginal posterior estimation
Weights estimation over time (ADF)
Weights estimation over time (EEKF)