All the code lies in the int_filt module, which is structured in the following way

The src submodule contains the source code for:

• the implementation of the Neural Networks (src.nn)
• the implementation of Stochastic Interpolants and of the drift objective function (src.si)
• the implementation of the state space models to run the experiments on (src.ssm)

The utils submodule contains different utility functions used by the other modules

The test can be used for debugging

The experiment submodule contains the code for running the experiments

To be able to use the code, the required anaconda environment can be created by running:

$ conda env create -f environment.yml
$ conda activate interpolant-filtering

To update the requirements of the package, run

conda env export --no-builds | grep -v "prefix" > environment.yml

It is possible to run the OU experiment with default settings with the command:

$ python -m int_filt

To check for all the available arguments, you can run

$ python -m int_filt --help

To run the tests for debugging, run:

$ python -m int_filt.test