Skip to article frontmatterSkip to article content

Missing Values - Likelihoods

CSIC
UCM
IGEO

PseudoCode

Masked Operator

HRDy×Dz\mathbf{H} \in \mathbb{R}^{D_y \times D_z}
# the operator
operator: Array["Dy Dz"] = ...

# the mask for missing values
mask: Array["Dz"] = ...

# enable broadcasting
mask: Array["Dz 1"] = rearrange("..., ... -> ... 1", mask)

# mask all unobserved observations
operator = where(mask == 1.0, 0.0, operator)

Masked Observation Noise