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Extensible Tensorflow library for differentiable particle filtering. ICML 2021.

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Hello! Our static bug checker has found a performance issue in scripts/global_optimal_proposal_variational.py: [`get_gradient_descent_function`](https://github.com/JTT94/filterflow/blob/5d8300ba247c4c17e1a301a22560c24fd0670bfe/scripts/global_optimal_proposal_variational.py#L76) is repeatedly called in a for loop, but there is a tf.function decorated function [`gradient_descent`](https://github.com/JTT94/filterflow/blob/5d8300ba247c4c17e1a301a22560c24fd0670bfe/scripts/global_optimal_proposal_variational.py#L43) defined and...