verse.utils.utils.is_valid_observation
- verse.utils.utils.is_valid_observation(y: ndarray, phi: ndarray, theta: ndarray, gramian: ndarray, beta: float, sigma: float = 0.1) bool
Check if a new observation (phi, y) is valid according to a confidence ellipsoid on theta.
- Parameters:
y – observation
phi – feature
theta – estimated parameter
gramian – Gramian matrix
beta – ellipsoid radius
sigma – noise covariance
- Returns:
validity of the observation