The Milnor fibre of the Pfaffian and the Hilbert scheme of four points on C³

We study a natural Hodge module on the Hilbert scheme of four points on affine three-space, which categorifies the Donaldson--Thomas invariant of the Hilbert scheme. We determine the weight filtration on the Hodge module explicitly in terms of intersection cohomology complexes, and compute the E-polynomial of its cohomology. The computations make essential use of a description of the singularity of the Hilbert scheme as the degeneracy locus of the Pfaffian function.