models.Advance

(carry, z_t, x_t) -> carry: the next carry from the current carry, the

type models.Advance[Carry] = Callable[[Carry, Array, PyTree[Array] | None], Carry]

sampled latent z_t and the exogenous row. Omit it when the carry is the latent itself (the AR(1) case); a lag window keeps the last p samples.