Probably we want to set `ignore_nan_dims=True` as default See e.g. the code here https://github.com/state-space-models/cuthbert/blob/b3b63ccbee3afd4000adf8015aa24baecf4a1406/cuthbert/gaussian/taylor/non_associative_filter.py#L207
Probably we want to set
ignore_nan_dims=Trueas defaultSee e.g. the code here
cuthbert/cuthbert/gaussian/taylor/non_associative_filter.py
Line 207 in b3b63cc