Index

_

__add__() (BlockTriDiagonal method) (IndependentMultiOutputStack method), [1] (LowerTriangularBlockTriDiagonal method) (SDEKernel method), [1] (SymmetricBlockTriDiagonal method) __call__() (ImpulseMeanFunction method) (LinearMeanFunction method) (MeanFunction method) (StepMeanFunction method) (ZeroMeanFunction method) __mul__() (IndependentMultiOutputStack method), [1] (SDEKernel method), [1] _assert_compatible_right_shape() (BlockTriDiagonal method) _back_project_y_to_state() (BaseKalmanFilter method) _banded_to_block_tri() (in module markovflow.block_tri_diag) _build_precision() (GaussMarkovDistribution method) (StateSpaceModel method) _check_batch_shape_is_compatible() (StackKernel method), [1] _check_lengthscale_and_variance() (in module markovflow.kernels.matern) _conditional_mean() (PEPGaussian method), [1] (PEPScalarLikelihood method), [1] _conditional_statistics() (in module markovflow.conditionals) _conditional_statistics_from_transitions() (in module markovflow.conditionals) _conditional_variance() (PEPGaussian method), [1] (PEPScalarLikelihood method), [1] _convert_to_band() (BlockTriDiagonal method) _correct_mean_shape() (in module markovflow.posterior) _drop_batch_shape() (KalmanFilterWithSparseSites method)

_flatten_right() (BlockTriDiagonal method) _iwvi_samples_and_weights() (ImportanceWeightedPosteriorProcess method) _k_inv_post() (BaseKalmanFilter property) _k_inv_prior() (BaseKalmanFilter property) _lambda() (HarmonicOscillator property), [1] (Matern32 property), [1] (Matern52 property), [1] _log_det_observation_precision() (BaseKalmanFilter property) (KalmanFilterWithSites property) (KalmanFilterWithSparseSites property) _log_pdf_factors() (StateSpaceModel method) _log_prob() (MultiStageLikelihood method) _log_qu_density() (ImportanceWeightedPosteriorProcess method) _natgrad_step() (SSMNaturalGradient method) _natgrad_steps() (SSMNaturalGradient method) _predict_log_density() (MultiStageLikelihood method) _predict_mean_and_var() (MultiStageLikelihood method) _r_inv() (BaseKalmanFilter property) (KalmanFilter property) (KalmanFilterWithSites property) (KalmanFilterWithSparseSites property) _r_inv_data() (KalmanFilterWithSparseSites property) _resource_apply_dense() (SSMNaturalGradient method) _resource_apply_sparse() (SSMNaturalGradient method) _scalar_alpha_prob() (PEPScalarLikelihood method), [1] _scalar_log_prob() (PEPScalarLikelihood method), [1] _split_f() (MultiStageLikelihood method) _unflatten_right() (BlockTriDiagonal method) _variational_expectations() (MultiStageLikelihood method)

A

a_inv_block() (StateSpaceModel property) abs_log_det() (LowerTriangularBlockTriDiagonal method) AnalyticPosteriorProcess (class in markovflow.posterior) APPROX_INF (in module markovflow.base)

as_band() (BlockTriDiagonal property) augment_matrix() (in module markovflow.utils) augment_square_matrix() (in module markovflow.utils) AUTO_NAMESCOPE (in module markovflow.base) auto_namescope_enabled() (in module markovflow.base)

B

back_project_nats() (in module markovflow.models.variational_cvi) (SparsePowerExpectationPropagation method), [1] bandwidth() (BlockTriDiagonal property) base_conditional_predict() (in module markovflow.conditionals) BaseKalmanFilter (class in markovflow.kalman_filter) batch_base_conditional() (in module markovflow.utils) batch_shape() (BlockTriDiagonal property) (EmissionModel property) (GaussMarkovDistribution property) (StateSpaceModel property)

block_diag() (in module markovflow.utils) block_diagonal() (BlockTriDiagonal property) block_diagonal_of_inverse() (LowerTriangularBlockTriDiagonal method) block_sub_diagonal() (BlockTriDiagonal property) BlockTriDiagonal (class in markovflow.block_tri_diag) build_finite_distribution() (Kernel method), [1] (SDEKernel method), [1]

C

check_compatible() (in module markovflow.gauss_markov) check_input_shapes() (in module markovflow.likelihoods.likelihoods) cholesky() (SymmetricBlockTriDiagonal property) cholesky_initial_covariance() (StateSpaceModel property) cholesky_process_covariances() (StateSpaceModel property) classic_elbo() (CVIGaussianProcess method), [1] (SparseCVIGaussianProcess method), [1] (SparsePowerExpectationPropagation method), [1] ComposedPairEmissionModel (class in markovflow.emission_model) compute_cavity() (PowerExpectationPropagation method), [1] (SparsePowerExpectationPropagation method), [1] compute_cavity_from_marginals() (PowerExpectationPropagation method), [1] compute_cavity_state() (SparsePowerExpectationPropagation method), [1] compute_fraction() (SparsePowerExpectationPropagation method), [1] compute_log_norm() (PowerExpectationPropagation method), [1] (SparsePowerExpectationPropagation method), [1] compute_marginals() (SparsePowerExpectationPropagation method), [1] compute_new_sites() (SparsePowerExpectationPropagation method), [1] compute_num_data_per_interval() (SparsePowerExpectationPropagation method), [1]

compute_posterior_ssm() (SparsePowerExpectationPropagation method), [1] concatenated_cholesky_process_covariance() (StateSpaceModel property) concatenated_state_offsets() (StateSpaceModel property) ConcatKernel (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) conditional_predict() (in module markovflow.conditionals) conditional_statistics() (in module markovflow.conditionals) ConditionalProcess (class in markovflow.posterior) conditioning_points() (GaussianProcessWithSitesBase property) Constant (class in markovflow.kernels) (class in markovflow.kernels.constant) covariance_blocks() (GaussMarkovDistribution method) (StateSpaceModel method) create_non_trainable_copy() (GaussMarkovDistribution method) (StateSpaceModel method) create_trainable_copy() (GaussMarkovDistribution method) (StateSpaceModel method) CVIGaussianProcess (class in markovflow.models) (class in markovflow.models.variational_cvi) cyclic_reduction_conditional_statistics() (in module markovflow.conditionals)

D

decay() (OrnsteinUhlenbeck property), [1] dense_mult() (BlockTriDiagonal method) dense_to_sparse() (KalmanFilterWithSparseSites method) diffusion() (DoubleWellSDE method), [1] (OrnsteinUhlenbeck property), [1] (OrnsteinUhlenbeckSDE method), [1] (SDE method), [1] dist_p() (GaussianProcessWithSitesBase property) (SparseCVIGaussianProcess property), [1] (SparsePowerExpectationPropagation property), [1] (SparseVariationalGaussianProcess property), [1] (SpatioTemporalBase property) (SpatioTemporalSparseCVI property), [1] (SpatioTemporalSparseVariational property), [1] (VariationalGaussianProcess property), [1]

dist_q() (GaussianProcessWithSitesBase property) (SparseCVIGaussianProcess property), [1] (SparsePowerExpectationPropagation property), [1] (SparseVariationalGaussianProcess property), [1] (SpatioTemporalBase property) (SpatioTemporalSparseCVI property), [1] (SpatioTemporalSparseVariational property), [1] (VariationalGaussianProcess property), [1] DoubleWellSDE (class in markovflow.sde) (class in markovflow.sde.sde) dregs_objective() (ImportanceWeightedVI method), [1] drift() (DoubleWellSDE method), [1] (OrnsteinUhlenbeckSDE method), [1] (SDE method), [1]

E

elbo() (CVIGaussianProcess method), [1] (ImportanceWeightedVI method), [1] (PowerExpectationPropagation method), [1] (SparseVariationalGaussianProcess method), [1] (SpatioTemporalBase method) (VariationalGaussianProcess method), [1] emission_matrix() (EmissionModel property) EmissionModel (class in markovflow.emission_model)

energy() (PowerExpectationPropagation method), [1] (SparsePowerExpectationPropagation method), [1] euler_maruyama() (in module markovflow.sde.sde_utils) event_shape() (GaussMarkovDistribution property) (StateSpaceModel property) expectations_to_ssm_params() (in module markovflow.ssm_gaussian_transformations) expected_drift() (SDE method), [1] expected_gradient_drift() (SDE method), [1] expected_value() (ImportanceWeightedPosteriorProcess method)

F

FactorAnalysisKernel (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) feedback_matrices() (NonStationaryKernel method), [1] (PiecewiseKernel method), [1] feedback_matrix() (ConcatKernel property), [1] (Constant property), [1] (HarmonicOscillator property), [1] (LatentExponentiallyGenerated property), [1] (Matern12 property), [1] (Matern32 property), [1] (Matern52 property), [1] (OrnsteinUhlenbeck property), [1] (Product property), [1] (StackKernel property), [1] (StationaryKernel property), [1]

fraction_sites() (SparsePowerExpectationPropagation method), [1]

G

GaussianProcessRegression (class in markovflow.models) (class in markovflow.models.gaussian_process_regression) GaussianProcessWithSitesBase (class in markovflow.models.variational_cvi) GaussianSites (class in markovflow.kalman_filter) GaussMarkovDistribution (class in markovflow.gauss_markov) generate_emission_model() (FactorAnalysisKernel method), [1] (IndependentMultiOutput method), [1] (IndependentMultiOutputStack method), [1] (Kernel method), [1] (PiecewiseKernel method), [1] (Product method), [1] (SDEKernel method), [1] (SparseSpatioTemporalKernel method) (Sum method), [1]

get_config() (SSMNaturalGradient method) grad_log_expected_density() (PEPGaussian method), [1] (PEPScalarLikelihood method), [1] gradient_correction() (in module markovflow.models.pep) gradient_drift() (SDE method), [1] gradient_transformation_mean_var_to_expectation() (in module markovflow.models.variational_cvi)

H

handle_tensor_shape() (in module markovflow.sde.sde_utils)

HarmonicOscillator (class in markovflow.kernels) (class in markovflow.kernels.periodic)

I

ImportanceWeightedPosteriorProcess (class in markovflow.posterior) ImportanceWeightedVI (class in markovflow.models) (class in markovflow.models.iwvi) ImpulseMeanFunction (class in markovflow.mean_function) IndependentMultiOutput (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) IndependentMultiOutputStack (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) inducing_space() (SpatioTemporalBase property) inducing_time() (SpatioTemporalBase property) initial_covariance() (PiecewiseKernel method), [1] (SDEKernel method), [1] (StackKernel method), [1] (StateSpaceModel property) (StationaryKernel method), [1]

initial_mean() (ConcatKernel method), [1] (SDEKernel method), [1] (StackKernel method), [1] (StateSpaceModel property) (StationaryKernel method), [1] inner_dim() (BlockTriDiagonal property) (ComposedPairEmissionModel property) inner_emission_matrix() (ComposedPairEmissionModel property)

J

jitter_matrix() (SDEKernel property), [1]

K

KalmanFilter (class in markovflow.kalman_filter) KalmanFilterWithSites (class in markovflow.kalman_filter) KalmanFilterWithSparseSites (class in markovflow.kalman_filter) Kernel (class in markovflow.kernels) (class in markovflow.kernels.kernel) kernel() (GaussianProcessRegression property), [1] (GaussianProcessWithSitesBase property) (SparseCVIGaussianProcess property), [1] (SparsePowerExpectationPropagation property), [1] (SparseVariationalGaussianProcess property), [1] (SpatioTemporalBase property) (VariationalGaussianProcess property), [1]

kernels() (ConcatKernel property), [1] (Product property), [1] (StackKernel property), [1] kl_divergence() (GaussMarkovDistribution method) (StateSpaceModel method) kronecker_product() (in module markovflow.utils)

L

LatentExponentiallyGenerated (class in markovflow.kernels) (class in markovflow.kernels.latent_exp_generated) lengthscale() (Matern12 property), [1] (Matern32 property), [1] (Matern52 property), [1] Likelihood (class in markovflow.likelihoods) (class in markovflow.likelihoods.likelihoods) likelihood() (GaussianProcessWithSitesBase property) (SparseCVIGaussianProcess property), [1] (SparseVariationalGaussianProcess property), [1] (VariationalGaussianProcess property), [1] LinearDrift (class in markovflow.sde.drift) linearize_sde() (in module markovflow.sde.sde_utils) LinearMeanFunction (class in markovflow.mean_function) local_objective() (CVIGaussianProcess method), [1] (PowerExpectationPropagation method), [1] (SparseCVIGaussianProcess method), [1] (SparsePowerExpectationPropagation method), [1] (SpatioTemporalSparseCVI method), [1] local_objective_and_gradients() (CVIGaussianProcess method), [1] (SparseCVIGaussianProcess method), [1] (SpatioTemporalSparseCVI method), [1] local_objective_gradients() (PowerExpectationPropagation method), [1] (SparsePowerExpectationPropagation method), [1]

log_det_precision() (GaussMarkovDistribution method) (StateSpaceModel method) log_det_precisions() (GaussianSites property) (UnivariateGaussianSitesNat property) log_expected_density() (PEPGaussian method), [1] (PEPScalarLikelihood method), [1] log_importance_weights() (ImportanceWeightedPosteriorProcess method) log_likelihood() (BaseKalmanFilter method) (GaussianProcessRegression method), [1] (GaussianProcessWithSitesBase method) (KalmanFilterWithSparseSites method) log_pdf() (GaussMarkovDistribution method) (StateSpaceModel method) log_probability_density() (Likelihood method), [1] (MultivariateGaussian method), [1] loss() (GaussianProcessRegression method), [1] (GaussianProcessWithSitesBase method) (MarkovFlowModel method), [1] (MarkovFlowSparseModel method), [1] (SparseCVIGaussianProcess method), [1] (SparsePowerExpectationPropagation method), [1] (SparseVariationalGaussianProcess method), [1] (SpatioTemporalBase method) (VariationalGaussianProcess method), [1] LowerTriangularBlockTriDiagonal (class in markovflow.block_tri_diag)

M

marginal_covariances() (GaussMarkovDistribution property) (StateSpaceModel property) marginal_means() (GaussMarkovDistribution property) (StateSpaceModel property) marginals() (GaussMarkovDistribution property) markovflow module markovflow.base module markovflow.block_tri_diag module markovflow.conditionals module markovflow.emission_model module markovflow.gauss_markov module markovflow.kalman_filter module markovflow.kernels module markovflow.kernels.constant module markovflow.kernels.kernel module markovflow.kernels.latent_exp_generated module markovflow.kernels.matern module markovflow.kernels.periodic module markovflow.kernels.piecewise_stationary module markovflow.kernels.sde_kernel module markovflow.likelihoods module markovflow.likelihoods.likelihoods module markovflow.likelihoods.multivariate_gaussian module markovflow.likelihoods.mutlistage_likelihood module markovflow.mean_function module markovflow.models module markovflow.models.gaussian_process_regression module markovflow.models.iwvi module markovflow.models.models module markovflow.models.pep module markovflow.models.sparse_pep module markovflow.models.sparse_variational module markovflow.models.sparse_variational_cvi module markovflow.models.spatio_temporal_variational module markovflow.models.variational module markovflow.models.variational_cvi module markovflow.posterior module markovflow.sde module markovflow.sde.drift module markovflow.sde.sde module

markovflow.sde.sde_utils module markovflow.ssm_gaussian_transformations module markovflow.ssm_natgrad module markovflow.state_space_model module markovflow.utils module MarkovFlowModel (class in markovflow.models) (class in markovflow.models.models) MarkovFlowSparseModel (class in markovflow.models) (class in markovflow.models.models) mask_indices() (PowerExpectationPropagation method), [1] (SparsePowerExpectationPropagation method), [1] Matern12 (class in markovflow.kernels) (class in markovflow.kernels.matern) Matern32 (class in markovflow.kernels) (class in markovflow.kernels.matern) Matern52 (class in markovflow.kernels) (class in markovflow.kernels.matern) mean_function() (GaussianProcessRegression property), [1] (GaussianProcessWithSitesBase property) (SparseVariationalGaussianProcess property), [1] (VariationalGaussianProcess property), [1] MeanFunction (class in markovflow.mean_function) means() (GaussianSites property) (UnivariateGaussianSitesNat property) minimize() (SSMNaturalGradient method) module markovflow markovflow.base markovflow.block_tri_diag markovflow.conditionals markovflow.emission_model markovflow.gauss_markov markovflow.kalman_filter markovflow.kernels markovflow.kernels.constant markovflow.kernels.kernel markovflow.kernels.latent_exp_generated markovflow.kernels.matern markovflow.kernels.periodic markovflow.kernels.piecewise_stationary markovflow.kernels.sde_kernel markovflow.likelihoods markovflow.likelihoods.likelihoods markovflow.likelihoods.multivariate_gaussian markovflow.likelihoods.mutlistage_likelihood markovflow.mean_function markovflow.models markovflow.models.gaussian_process_regression markovflow.models.iwvi markovflow.models.models markovflow.models.pep markovflow.models.sparse_pep markovflow.models.sparse_variational markovflow.models.sparse_variational_cvi markovflow.models.spatio_temporal_variational markovflow.models.variational markovflow.models.variational_cvi markovflow.posterior markovflow.sde markovflow.sde.drift markovflow.sde.sde markovflow.sde.sde_utils markovflow.ssm_gaussian_transformations markovflow.ssm_natgrad markovflow.state_space_model markovflow.utils MultiStageLikelihood (class in markovflow.likelihoods.mutlistage_likelihood) MultivariateGaussian (class in markovflow.likelihoods) (class in markovflow.likelihoods.multivariate_gaussian)

N

naturals_to_ssm_params() (in module markovflow.ssm_gaussian_transformations) naturals_to_ssm_params_no_smoothing() (in module markovflow.ssm_gaussian_transformations) NonStationaryKernel (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel)

normalizer() (StateSpaceModel method) num_data() (EmissionModel property) num_transitions() (GaussMarkovDistribution property) (StateSpaceModel property)

O

obs_dim() (MultivariateGaussian property), [1] observations() (BaseKalmanFilter property) (GaussianProcessRegression property), [1] (GaussianProcessWithSitesBase property) (KalmanFilter property) (KalmanFilterWithSites property) (KalmanFilterWithSparseSites property) (VariationalGaussianProcess property), [1] ordered() (in module markovflow.base)

OrnsteinUhlenbeck (class in markovflow.kernels) (class in markovflow.kernels.matern) OrnsteinUhlenbeckSDE (class in markovflow.sde) (class in markovflow.sde.sde) outer_dim() (BlockTriDiagonal property) output_dim() (EmissionModel property) (Kernel property), [1] (SDEKernel property), [1] (StackEmissionModel property)

P

pairwise_marginals() (in module markovflow.conditionals) PEPGaussian (class in markovflow.likelihoods) (class in markovflow.likelihoods.likelihoods) PEPScalarLikelihood (class in markovflow.likelihoods) (class in markovflow.likelihoods.likelihoods) period() (HarmonicOscillator property), [1] PiecewiseKernel (class in markovflow.kernels) (class in markovflow.kernels.piecewise_stationary) posterior() (GaussianProcessRegression property), [1] (GaussianProcessWithSitesBase property) (MarkovFlowModel property), [1] (MarkovFlowSparseModel property), [1] (SparseCVIGaussianProcess property), [1] (SparsePowerExpectationPropagation method), [1] (SparseVariationalGaussianProcess property), [1] (SpatioTemporalBase property) (SpatioTemporalSparseCVI property), [1] (SpatioTemporalSparseVariational property), [1] (VariationalGaussianProcess property), [1] posterior_kalman() (GaussianProcessWithSitesBase property) posterior_state_space_model() (BaseKalmanFilter method) PosteriorProcess (class in markovflow.posterior) PowerExpectationPropagation (class in markovflow.models) (class in markovflow.models.pep) precision() (GaussMarkovDistribution property) precisions() (GaussianSites property) (UnivariateGaussianSitesNat property) predict_density() (Likelihood method), [1] (MultivariateGaussian method), [1] predict_f() (ConditionalProcess method) (ImportanceWeightedPosteriorProcess method) (MarkovFlowModel method), [1] (MarkovFlowSparseModel method), [1] (PosteriorProcess method)

predict_log_density() (CVIGaussianProcess method), [1] (MarkovFlowSparseModel method), [1] (PowerExpectationPropagation method), [1] (SparsePowerExpectationPropagation method), [1] (SparseVariationalGaussianProcess method), [1] (SpatioTemporalBase method) predict_mean_and_var() (Likelihood method), [1] (MultivariateGaussian method), [1] predict_state() (ConditionalProcess method) (ImportanceWeightedPosteriorProcess method) (MarkovFlowModel method), [1] (MarkovFlowSparseModel method), [1] (PosteriorProcess method) predict_y() (AnalyticPosteriorProcess method) process_covariances() (Constant method), [1] (HarmonicOscillator method), [1] (LatentExponentiallyGenerated method), [1] (SDEKernel method), [1] Product (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) project_state_covariance_to_f() (EmissionModel method) (StackEmissionModel method) project_state_covariance_to_g() (ComposedPairEmissionModel method) project_state_marginals_to_f() (EmissionModel method) project_state_marginals_to_g() (ComposedPairEmissionModel method) project_state_to_f() (EmissionModel method) (StackEmissionModel method) project_state_to_g() (ComposedPairEmissionModel method) projection_inducing_states_to_observations() (SpatioTemporalSparseCVI method), [1]

R

remove_cavity_from_marginals() (SparsePowerExpectationPropagation method), [1]

S

sample() (GaussMarkovDistribution method) (StateSpaceModel method) sample_f() (ConditionalProcess method) (ImportanceWeightedPosteriorProcess method) (PosteriorProcess method) sample_state() (PosteriorProcess method) sample_state_trajectories() (ConditionalProcess method) (ImportanceWeightedPosteriorProcess method) (PosteriorProcess method) sample_y() (MultiStageLikelihood method) SampleShape (in module markovflow.base), [1] SDE (class in markovflow.sde) (class in markovflow.sde.sde) SDEKernel (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) set_from_ssm() (LinearDrift method) set_state_mean() (StationaryKernel method), [1] solve() (LowerTriangularBlockTriDiagonal method) space_time_predict_f() (SpatioTemporalBase method) sparse_to_dense() (KalmanFilterWithSparseSites method) SparseCVIGaussianProcess (class in markovflow.models) (class in markovflow.models.sparse_variational_cvi) SparsePowerExpectationPropagation (class in markovflow.models) (class in markovflow.models.sparse_pep) SparseSpatioTemporalKernel (class in markovflow.models.spatio_temporal_variational) SparseVariationalGaussianProcess (class in markovflow.models) (class in markovflow.models.sparse_variational) SpatioTemporalBase (class in markovflow.models.spatio_temporal_variational) SpatioTemporalSparseCVI (class in markovflow.models) (class in markovflow.models.spatio_temporal_variational) SpatioTemporalSparseVariational (class in markovflow.models) (class in markovflow.models.spatio_temporal_variational) split_input() (PiecewiseKernel method), [1] split_time_indices() (PiecewiseKernel method), [1] squared_drift_difference_along_Gaussian_path() (in module markovflow.sde.sde_utils) ssm_to_expectations() (in module markovflow.ssm_gaussian_transformations) ssm_to_naturals() (in module markovflow.ssm_gaussian_transformations) ssm_to_naturals_no_smoothing() (in module markovflow.ssm_gaussian_transformations) SSMNaturalGradient (class in markovflow.ssm_natgrad) StackEmissionModel (class in markovflow.emission_model) StackKernel (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) state_dim() (ComposedPairEmissionModel property) (ConcatKernel property), [1] (Constant property), [1] (EmissionModel property) (GaussMarkovDistribution property) (HarmonicOscillator property), [1] (LatentExponentiallyGenerated property), [1] (Matern12 property), [1] (Matern32 property), [1] (Matern52 property), [1] (OrnsteinUhlenbeck property), [1] (PiecewiseKernel property), [1] (Product property), [1] (SDE property), [1] (SDEKernel property), [1] (StackKernel property), [1] (StateSpaceModel property)

state_mean() (StationaryKernel property), [1] state_means() (PiecewiseKernel method), [1] state_offsets() (NonStationaryKernel method), [1] (PiecewiseKernel method), [1] (SDEKernel method), [1] (StackKernel method), [1] (StateSpaceModel property) (StationaryKernel method), [1] state_space_model() (SDEKernel method), [1] state_space_model_from_covariances() (in module markovflow.state_space_model) state_to_space_conditional_projection() (SparseSpatioTemporalKernel method) state_transitions() (ConcatKernel method), [1] (Constant method), [1] (HarmonicOscillator method), [1] (LatentExponentiallyGenerated method), [1] (Matern12 method), [1] (Matern32 method), [1] (Matern52 method), [1] (OrnsteinUhlenbeck method), [1] (PiecewiseKernel method), [1] (Product method), [1] (SDEKernel method), [1] (StackKernel method), [1] (StateSpaceModel property) StateSpaceModel (class in markovflow.state_space_model) StationaryKernel (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) steady_state_covariance() (ConcatKernel property), [1] (Constant property), [1] (HarmonicOscillator property), [1] (LatentExponentiallyGenerated property), [1] (Matern12 property), [1] (Matern32 property), [1] (Matern52 property), [1] (OrnsteinUhlenbeck property), [1] (Product property), [1] (StackKernel property), [1] (StationaryKernel property), [1] steady_state_covariances() (PiecewiseKernel method), [1] StepMeanFunction (class in markovflow.mean_function) subsequent_covariances() (StateSpaceModel method) Sum (class in markovflow.kernels) (class in markovflow.kernels.sde_kernel) SymmetricBlockTriDiagonal (class in markovflow.block_tri_diag)

T

tf_scope_class_decorator() (in module markovflow.utils) tf_scope_fn_decorator() (in module markovflow.utils) time_points() (GaussianProcessRegression property), [1] (GaussianProcessWithSitesBase property) (SparseVariationalGaussianProcess property), [1] (VariationalGaussianProcess property), [1] to_delta_time() (in module markovflow.utils)

to_dense() (BlockTriDiagonal method) to_ssm() (LinearDrift method) transition_statistics() (Constant method), [1] (PiecewiseKernel method), [1] (SDEKernel method), [1] (StationaryKernel method), [1] transition_statistics_from_time_points() (SDEKernel method), [1]

U

UnivariateGaussianSitesNat (class in markovflow.kalman_filter) update_sites() (CVIGaussianProcess method), [1] (PowerExpectationPropagation method), [1] (SparseCVIGaussianProcess method), [1] (SparsePowerExpectationPropagation method), [1] (SpatioTemporalSparseCVI method), [1]

upper_diagonal_lower() (SymmetricBlockTriDiagonal method)

V

variance() (Constant property), [1] (HarmonicOscillator property), [1] (Matern12 property), [1] (Matern32 property), [1] (Matern52 property), [1]

variational_expectations() (Likelihood method), [1] (MultivariateGaussian method), [1] VariationalGaussianProcess (class in markovflow.models) (class in markovflow.models.variational)

Z

ZeroMeanFunction (class in markovflow.mean_function)