[SciPy-dev] MCMC, Kalman Filtering, AI for SciPy?

chris at fisher.forestry.uga.edu chris at fisher.forestry.uga.edu
Fri Sep 24 18:56:17 CDT 2004


For the past couple of years, I have been maintaining a package called
PyMC (http://pymc.sourceforge.net) which provides a general Markov chain
Monte Carlo sampler (Metropolis-Hastings), linear and non-linear Kalman
filtering algorithms and several reinforcement learning algorithms for
AI applications. To date, it has been used mostly for ecological
modeling applications, but is far more general than that. This package
currently relies on SciPy, particularly for such tasks as plotting, and
uses f2py extensively.

I am wondering if there is interest in integrating such functionality
into SciPy. If so, I would be happy to contribute, integrate and
maintain the code under the auspices of the SciPy project. If not, I am
equally content to continue maintaining PyMC separately. I encourage
those interested to check out PyMC and let me know if it would be
worthwhile to add any of this to SciPy.

Cheers,
Chris Fonnesbeck

chris (at) fisher.forestry.uga.edu




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