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committedMar 25, 2024·
Align timesteps
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Diff for: ‎examples/levy-ssm/script.jl

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Original file line numberDiff line numberDiff line change
@@ -96,8 +96,8 @@ N = 200
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ts = range(start, finish; length=N)
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seed = 4
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rng = Random.MersenneTwister(seed)
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Np = 10
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Ns = 10
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Np = 50
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Ns = 100
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f(dt, θ) = exp* dt)
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function Base.exp(dyn::LangevinDynamics, dt::Real)
@@ -242,14 +242,15 @@ std_trajectory = dropdims(std(stack(marginal_states); dims=3); dims=3)
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ps = []
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for d in 1:2
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p = plot(
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ts,
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mean_trajectory[:, d];
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ribbon=2 * std_trajectory[:, d]',
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color=:darkorange,
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label="Mean Trajectory (±2σ)",
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fillalpha=0.2,
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title="Marginal State Trajectories (X$d)",
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)
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plot!(p, X[:, d]; color=:dodgerblue, label="True Trajectory")
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plot!(p, ts, X[:, d]; color=:dodgerblue, label="True Trajectory")
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push!(ps, p)
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end
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plot(ps...; layout=(2, 1), size=(600, 600))

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