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Unify explicit filter initialization across inference methods - #276

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Sahel13 merged 5 commits into
simplify-init-preparefrom
simplify-init-prepare-2
Sep 15, 2026
Merged

Sahel13 merged 5 commits into
simplify-init-preparefrom
simplify-init-prepare-2

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@SamDuffield

@SamDuffield SamDuffield commented Sep 7, 2026 •

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Extend the initialization refactor to discrete, moments/Taylor Gaussian, particle, marginal particle, and ensemble Kalman filters. Prior parameters are supplied to build_filter, initial samplers take only a random key, and init_prepare() no longer accepts model_inputs.

Update step preparation, factorial filtering and history conversion to handle priors with model_inputs=None. Remove obsolete initialization callback protocols and migrate tests, documentation, and examples to the unified API.

Validation:

  • 546 high-level tests and 954 lower-level tests passed.
  • Five selected examples passed: EnKF comparison, Kalman tracking, EM parameter estimation, temporal Kalman parallelization, and Dynamax integration.
  • Ruff lint/format, type checks, and git diff --check passed.

@SamDuffield
SamDuffield added this pull request to stack #278 September 9, 2026 14:41
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SamDuffield requested a review from Sahel13 September 9, 2026 14:42

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Fixed some breaking tests, and cleaned up some allocations while I was at it.

@Sahel13
Sahel13 removed this pull request from stack #278 September 15, 2026 08:05
@Sahel13
Sahel13 merged commit 627f504 into simplify-init-prepare Sep 15, 2026
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@Sahel13
Sahel13 deleted the simplify-init-prepare-2 branch September 15, 2026 08:05
Sahel13 added a commit that referenced this pull request Sep 15, 2026
* replace init_state's model_inputs before concat

* simplify init_prepare for kalman

* Unify explicit filter initialization across inference methods (#276)

* Unify explicit filter initialization across inference methods

* Remove unused model inputs from factorial initialization hook

* Manual pass, cleaning up cuthbert

* Remove new test

* fix tests, remove extra allocs

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Co-authored-by: Sahel Iqbal <sahel13miqbal@proton.me>

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Co-authored-by: SamDuffield <34280297+SamDuffield@users.noreply.github.com>
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2 participants