pyhgf.utils.vectorised_belief_propagation.run_continuous_scan#
- pyhgf.utils.vectorised_belief_propagation.run_continuous_scan(network, ys, time_steps, record=())[source]#
Filter a sequence of observations through a continuous network.
Runs
jax.lax.scanover (prediction sweep, update sweep) pairs. There is no weight learning: the coupling matrices are parameters of the filter.- Parameters:
network (VectorisedNetwork) – The initial continuous network state.
ys (Array) – Observations clamped on layer 0 at each step, shape
(T, n_obs).time_steps (Array) – Per-step time steps, shape
(T,).record (tuple) – Tuple of
LayerStatefield names to record at every step. With an empty tuple (default) the per-step output is layer 0’sexpected_meanalone; otherwise it is(traj_step, prediction).
- Returns:
(final_network, step_output)with per-step outputs stacked along aleading
(T,)axis.
- Return type: