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Thought about this a little more.

tldr:

OU posterior q_phi(c | x) using soft time-local attention:

  • GRU -> h_seq[B,T,H], h_global[B,H]
  • compute attn_k = Σ_j w_{k,j} * h_seq_j around each t_k
  • build ctx_k = concat(h_global + attn_k, t_k)
  • produce per-step OU params (mu_k, kappa_k, sigma_k) from ctx_k
  • q(c_0 | x): from h_global + attn_0

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