models.SSOEUpdate

(carry, y_t, eps_t, x_t) -> carry: the next carry from the row’s value and

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

error. In-sample eps_t = y_t - mu_t; over the horizon eps_t is the drawn error and y_t = mu_t + eps_t. An update that needs the mean calls mean(carry, x_t) again (bit-identical, computed once by XLA) rather than reconstructing it as y_t - eps_t, which can differ by an ulp. Must preserve the carry’s tree structure, shapes and dtypes. Like mean, it must not call numpyro.sample.