pydpf.outputs#

pydpf.outputs.ElBO_Loss()

Get the factors of the ELBO loss per-timestep for a batch of filters.

pydpf.outputs.FilteringMean(function, ...)

Get an estimate of the filtering mean of a function of the latent state.

pydpf.outputs.LogLikelihoodFactors()

pydpf.outputs.MSE_Loss(function, ...)

Get the per-timestep mean squared error of a function of the latent state compared to ground truth over a batch of filters.

pydpf.outputs.NegLogDataLikelihood_Loss(kernel)

Get the negative log data likelihood per-timestep under a kernel density estimator.

pydpf.outputs.PredictiveMean(...)

Predict the state n steps ahead.

pydpf.outputs.State()

Module that returns the particle states when passed as an aggregation_function.

pydpf.outputs.Weight()

Module that returns the particle weights when passed as an aggregation_function.