pydpf

PyDPF is an extensible package for differentiable particle filtering. Designed for researchers and practitioners working with deep sequential Monte Carlo methods.

See the full documentation at: https://python-dpf.readthedocs.io/en/latest/index.html

Check out our getting started tutorial at: https://python-dpf.readthedocs.io/en/latest/tutorial.html

If you use this package in your publication please cite our paper:

@article{brady2025pydpf,
      title={PyDPF: A Python Package for Differentiable Particle Filtering},
      author={John-Joseph Brady and Benjamin Cox and Yunpeng Li and V\'{i}ctor Elvira},
      year={2025},
      journal={arXiv preprint arXiv:2510.25693},
      url={https://arxiv.org/abs/2510.25693},
}

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