pydpf.filtering#

pydpf.filtering.DPF(SSM, ...)

Basic 'differentiable' particle filter.

pydpf.filtering.KernelDPF([SSM, kernel, ...])

Differentiable particle filter with mixture kernel resampling.

pydpf.filtering.MarginalDPF(SSM, ...)

Differentiable particle filter based on the marginal particle filter.

pydpf.filtering.MarginalParticleFilter([...])

The marginal particle filter

pydpf.filtering.MarginalSoftDPF(SSM, ...)

Marginal particle filter with soft-resampling.

pydpf.filtering.MarginalStopGradientDPF(SSM, ...)

Differentiable particle filter with marginal stop-gradient resampling.

pydpf.filtering.MarginalStraightThroughDPF(...)

The marginal particle filter with the straight through gradient estimator.

pydpf.filtering.OptimalTransportDPF([SSM, ...])

Differentiable particle filter with optimal transport resampling.

pydpf.filtering.ParticleFilter([resampler, ...])

The standard SIR particle filter

pydpf.filtering.SIS(*[, initial_proposal, ...])

Module that represents a sequential importance sampling (SIS) algorithm. A SIS algorthm is fully specified by its importance sampling

pydpf.filtering.SoftDPF(SSM, softness, ...)

Differentiable particle filter with soft-resampling.

pydpf.filtering.StopGradientDPF(SSM, ...)

Differentiable particle filter with stop-gradient resampling.

pydpf.filtering.StraightThroughDPF(SSM, ...)

Similar to the DPF but the gradient of the state is passed through resampling without modification.