PyDPF: A Python Package for Differentiable Particle Filtering

Excerpt

arXiv:2510.25693v4 Announce Type: replace-cross Abstract: State-space models (SSMs) are a widely used tool in time series analysis. In the complex systems that arise from real-world data, it is common to employ particle filtering (PF), an efficient Monte Carlo method for estimating the hidden state corresponding to a sequence of observations. Applying particle filtering requires specifying both the parametric form and the parameters of the system, which are often unknown and must be estimated. G