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post-pred for state-centered temporal processes #886

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@cdc-mitzimorris

attempts to get the post-pred R_t path for state-centered models fails.

In the state-centered parameterization, the entire fitted state trajectory is stored in one NumPyro sample site. During posterior prediction, NumPyro substitutes that fixed-length fitted trajectory instead of generating additional future states.

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  1. cdc-mitzimorris commented on Sep 18, 2026

    @cdc-mitzimorris
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