tensorflow_probability/python/sts/regression.py
def _observe_timeseries_fn(timeseries):
  """Build an observation_noise_fn that observes a Tensor timeseries."""
  def observation_noise_fn(t):
    current_slice = timeseries[..., t, :]
    return tfd.MultivariateNormalDiag(
        loc=current_slice,
        scale_diag=tf.zeros_like(current_slice))
  return observation_noise_fn
def _observe_timeseries_fn(timeseries):
  """Build an observation_noise_fn that observes a Tensor timeseries."""
  def observation_noise_fn(t):
    current_slice = timeseries[..., t, :]
    return tfd.MultivariateNormalDiag(
        loc=current_slice,
        scale_diag=tf.zeros_like(current_slice))
  return observation_noise_fn
Build an observation_noise_fn that observes a Tensor timeseries.