sequential_prediction_tikz.tex

\documentclass[tikz, border=2pt]{standalone}
% main document, called main.tex
\usepackage{tikz}
\usetikzlibrary{bayesnet}

\begin{document}
% \title{sequential_prediction}
% \author{Dhruv Patel}
% \date{July 2022}
\tikzstyle{emptynode} = [rectangle, draw=black!0, minimum size=5mm]
\tikzstyle{rect} = [rectangle, draw=black!90, minimum size=7mm]
\tikzstyle{diam} = [diamond, draw=black!90, minimum width=1.5mm, minimum height = 1.5mm]
\begin{tikzpicture}
	
	\node[latent]  (w0) {$w_0$};
	\node[latent, right= 1.5 of w0](w1){$w_1$};
	\node[latent, right= 2.95 of w1](w2){$w_2$};
	\node[obs, below = 1.5 of w1](y1){${y_1}$};
	\node[rect, left = 1.5 of y1](y1hat){$\hat{y_1}$};
	\node[obs, below = 0.75 of y1](x1){${x_1}$};
	\node[latent, below = 0.75 of x1](phi1){${\phi_1}$};
	\node[rect, right = 0.75 of y1](y2hat){$\hat{y_2}$};
	\node[obs, right = 1.5 of y2hat](y2){$y_2$};
	\node[obs, below = 0.75 of y2](x2){$x_2$};
	\node[latent, below = 0.75 of x2](phi2){${\phi_2}$};
	\node[diam, above right = 0.75 of y1hat](l1){$L_1$};
	\node[diam, above right = 0.75 of y2hat](l2){$L_2$};
	\edge {w0}{w1};
	\edge {w1}{w2, y1};
	\edge {x1}{y1hat, y1};
	\edge {x2}{y2hat};
	\edge {y2}{x2};
	\edge {phi1}{x1};
	\edge{y1hat,y1}{l1};
	\edge{y2hat,y2}{l2};
	\edge{phi1}{phi2};
	\node[emptynode, right= of w2](empty1){$\cdots$};
	\node[emptynode, right= of phi2](empty2){$\cdots$};
	\edge {w2}{y2, empty1};
	\edge {phi2}{x2, empty2};

\end{tikzpicture}
\end{document}