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| [![](https://www.tensorflow.org/images/GitHub-Mark-32px.png) View source on GitHub](https://github.com/tensorflow/probability/blob/v0.25.0/tensorflow_probability/python/experimental/parallel_filter/__init__.py) |

TensorFlow Probability experimental parallel filtering package.

## Functions

[`kalman_filter(...)`](https://www.tensorflow.org/probability/api_docs/python/tfp/experimental/parallel_filter/kalman_filter): Infers latent values using a parallel Kalman filter.

[`sample_walk(...)`](https://www.tensorflow.org/probability/api_docs/python/tfp/experimental/parallel_filter/sample_walk): Samples from the joint distribution of a linear Gaussian state-space model.