pypomp.functional.mop¶
- pypomp.functional.mop(struct: PompStruct, thetas_array: Array, J: int, alpha: float, keys: Array) Array[source]¶
MOP differentiable particle filter log-likelihood objective.
A pure functional implementation of the Measurement Off-Parameter (MOP) differentiable particle filter (Tan et al. 2024 [1]), intended for composition within custom JAX loops or higher-order functions.
Unlike the standard particle filter (
pfilter()), the MOP objective is designed to be fully differentiable with respect to the model parameters using automatic differentiation.- Parameters:
struct (PompStruct) – Compiled structural representation of the POMP model.
thetas_array (jax.Array) – Array of initial parameters of shape
(n_reps, n_params), aligned with the canonical order ofstruct.param_names.J (int) – Number of particles.
alpha (float) – Alpha parameter for MOP.
keys (jax.Array) – Random keys of shape
(n_reps, ...).
- Returns:
Negative MOP log-likelihood estimates.
- Return type:
See also
pypomp.Pomp.trainHigh-level OOP training interface.
pypomp.functional.align_paramsPrepare parameter arrays.
References