Typings

types used throughout this package

[00_glssm.ipynb]

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GLSSM

 GLSSM (u:jaxtyping.Float[Array,'n+1m'], A:jaxtyping.Float[Array,'nmm'],
        D:jaxtyping.Float[Array,'nml'],
        Sigma0:jaxtyping.Float[Array,'mm'],
        Sigma:jaxtyping.Float[Array,'nll'],
        v:jaxtyping.Float[Array,'n+1p'], B:jaxtyping.Float[Array,'n+1pm'],
        Omega:jaxtyping.Float[Array,'n+1pp'])

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GLSSMObservationModel

 GLSSMObservationModel (v:jaxtyping.Float[Array,'n+1p'],
                        B:jaxtyping.Float[Array,'n+1pm'],
                        Omega:jaxtyping.Float[Array,'n+1pp'])

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GLSSMState

 GLSSMState (u:jaxtyping.Float[Array,'n+1m'],
             A:jaxtyping.Float[Array,'nmm'],
             D:jaxtyping.Float[Array,'nml'],
             Sigma0:jaxtyping.Float[Array,'mm'],
             Sigma:jaxtyping.Float[Array,'nll'])

[10_kalman_filter_smoother.ipynb]

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SmootherResult

 SmootherResult (x_smooth:jaxtyping.Float[Array,'n+1m'],
                 Xi_smooth:jaxtyping.Float[Array,'n+1mm'])

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FilterResult

 FilterResult (x_filt:jaxtyping.Float[Array,'n+1m'],
               Xi_filt:jaxtyping.Float[Array,'n+1mm'],
               x_pred:jaxtyping.Float[Array,'n+1m'],
               Xi_pred:jaxtyping.Float[Array,'n+1mm'])

[20_pgssm.ipynb]

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to_observation_model

 to_observation_model (model:__main__.GLSSM)

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to_states

 to_states (model:__main__.GLSSM|__main__.PGSSM)

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PGSSM

 PGSSM (u:jaxtyping.Float[Array,'n+1m'], A:jaxtyping.Float[Array,'nmm'],
        D:jaxtyping.Float[Array,'nml'],
        Sigma0:jaxtyping.Float[Array,'mm'],
        Sigma:jaxtyping.Float[Array,'nll'],
        v:jaxtyping.Float[Array,'n+1p'], B:jaxtyping.Float[Array,'n+1pm'],
        dist:tensorflow_probability.substrates.jax.distributions.distribut
        ion.Distribution, xi:jaxtyping.Float[Array,'n+1p'])

[40_importance_sampling.ipynb]

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ConvergenceInformation

 ConvergenceInformation (converged:jaxtyping.Bool, n_iter:int,
                         delta:jaxtyping.Float)

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to_glssm

 to_glssm (proposal:__main__.GLSSMProposal)

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GLSSMProposal

 GLSSMProposal (u:jaxtyping.Float[Array,'n+1m'],
                A:jaxtyping.Float[Array,'nmm'],
                D:jaxtyping.Float[Array,'nml'],
                Sigma0:jaxtyping.Float[Array,'mm'],
                Sigma:jaxtyping.Float[Array,'nll'],
                v:jaxtyping.Float[Array,'n+1p'],
                B:jaxtyping.Float[Array,'n+1pm'],
                Omega:jaxtyping.Float[Array,'n+1pp'],
                z:jaxtyping.Float[Array,'n+1p'])

[45_cross_entropy_method.ipynb]

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MarkovProposal

 MarkovProposal (mean:jaxtyping.Float[Array,'n+1m'],
                 R:jaxtyping.Float[Array,'n+1mm'],
                 J_tt:jaxtyping.Float[Array,'nmm'],
                 J_tp1t:jaxtyping.Float[Array,'nmm'])