Adding jaxtyping and small shape improvements to inference - #293
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mattlevine22 wants to merge 2 commits into
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Adding jaxtyping and small shape improvements to inference#293mattlevine22 wants to merge 2 commits into
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mattlevine22
commented
Jul 31, 2026
mattlevine22
commented
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- Add jaxtyping across Filter/Smoother inference.
- Canonicalize scalar observation/control series from (T,) to (T, 1).
- Preserve (T,) scalar labels for HMMs.
…alues to have final dimension even if scalar
DanWaxman
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Jul 31, 2026
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| if not isinstance(config, HMMConfigs): | ||
| obs_values = _ensure_trailing_event_axis( | ||
| obs_values, | ||
| plate_shapes=plate_shapes, | ||
| ) | ||
| if ctrl_values is not None: | ||
| ctrl_values = _ensure_trailing_event_axis( | ||
| ctrl_values, | ||
| plate_shapes=plate_shapes, | ||
| ) |
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Codex points out (and I agree) that this can be problematic to do before plating; for plate size M and time series length T, if M = T, then shared scalar controls (T,) get promoted to plated controls (T, 1), which gets interpreted as plated. We should either do this later, or raise an error in _ensure_trailing_event_axis for this (rather rare) edge case.
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