pydpf.filtering#
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Basic 'differentiable' particle filter. |
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Differentiable particle filter with mixture kernel resampling. |
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Differentiable particle filter based on the marginal particle filter. |
The marginal particle filter |
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Marginal particle filter with soft-resampling. |
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Differentiable particle filter with marginal stop-gradient resampling. |
The marginal particle filter with the straight through gradient estimator. |
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Differentiable particle filter with optimal transport resampling. |
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The standard SIR particle filter |
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Module that represents a sequential importance sampling (SIS) algorithm. A SIS algorthm is fully specified by its importance sampling |
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Differentiable particle filter with soft-resampling. |
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Differentiable particle filter with stop-gradient resampling. |
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Similar to the DPF but the gradient of the state is passed through resampling without modification. |