f6e75e7593d5305b1b6c9ce1a5b2eee8a3c7f38a,tests/infer/test_smcfilter.py,SmokeModel,step,#SmokeModel#Any#Any#,22

Before Change

                                  dist.MultivariateNormal(torch.zeros(self.state_size), torch.eye(self.state_size)))

    def step(self, x=None, y=None):
        v = pyro.sample("v_{}".format(self.t), dist.Normal(0., 1.))
        with pyro.plate("plate", self.plate_size):
            w = pyro.sample("w_{}".format(self.t), dist.Normal(v, 1.))
            x = pyro.sample("x_{}".format(self.t),
                            dist.Normal(self.x_mean + w, 1), obs=x)
            y = pyro.sample("y_{}".format(self.t),
                            dist.MultivariateNormal(self.y_mean + w.unsqueeze(-1), torch.eye(self.state_size)),
                            obs=y)
        self.t += 1

After Change

    def step(self, state, y=None):
        self.t += 1
        state["z"] = pyro.sample("z_{}".format(self.t),
                                 dist.Normal(state["z"].matmul(self.A),
                                             self.B*self.sigma_z).to_event(1))
        y = pyro.sample("y_{}".format(self.t),
                        dist.Normal(state["z"][..., 0], self.sigma_y),

Instances