How to create a dynamic filter of type IObservable<Func<Data,bool>>?

[Blazero]

In the README.md of this project, there is an example to filter a change set dynamically

IObservable<Func<Person,bool>> observablePredicate = ...;
var myFilteredObservable = myPeopleObservable.Filter(observablePredicate); 

But how can I create the IObservable<Func<Person,bool>> observablePredicate = ...; and modify it when needed?

[Blazero]

I've read a old blog. The var filterController = new FilterController<T>(); in this blog seems to be what I need but now it's removed.

[Blazero]

I've read the example Dynamic Trader and the filter in it is created by

var filter = this.WhenValueChanged(t => t.SearchText)
                .Throttle(TimeSpan.FromMilliseconds(250))
                .Select(BuildFilter);

But when I try this in my project, the ItemsSource property of DataGrid throws an exception of Call from invalid thread. I assume the Observer of this filter runs on a backgroud thread but I have no idea how to fix this.
Besides, I don't need to change the filter every time a value is changed.

[JakenVeina]

In general, threading in a GUI library amounts to proper placement of .ScheduleOn(RxApp.MainThreadScheduler) (or .ScheduleOn(DispatcherScheduler) if you're not using ReactiveUI). This should usually be placed before any operations that affect GUI components, so, before a .Bind() to an observable collection that the GUI subscribes to, or before a .Subscribe() that changes a property upon an INotifyPropertyChanged object that the UI subscribes to, or before a .Do() that emits side-effects that affect the GUI, etc.,

That doesn't mean you ALWAYS need this, because changes that affect GUI components generally come from a GUI component in the first place, and thus are already running on the GUI render thread. In this case, .Throttle() is the source of activity that doesn't start from the GUI thread, because it doesn't come from a GUI component it comes from a behind-the-scenes timer that's measuring time delays of 250 milliseconds.

You can either drop .ScheduleOn() before the .Bind() call, within the stream that's using this throttled filter, or you can supply the proper scheduler to .Throttle() itself. Since it's inherently a timing operator, it accepts an IScheduler parameter directly.