Fix LGSSM parallel filter likelihood - #455
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nkbranigan
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Jul 26, 2026
nkbranigan
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- Fixes Marginal log likelihood of LGSSM parallel filter does not match recursive filter #423
- The issue found that LGSSM’s serial and parallel filters gave different likelihoods when the initial mean was large
- The problem was that the first message’s likelihood was missing a term with the initial mean
- Added the repro from the issue as a test, verifying that after this fix the serial and parallel filters agree
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