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

chris at fisher.forestry.uga.edu chris at fisher.forestry.uga.edu
Sun Sep 26 14:10:15 CDT 2004


On 9/26/2004, "eric jones" <eric at enthought.com> wrote:

>Where should these live?
>
>monte carlo and markov chain might fit in scipy.stats?
>kalman in scipy.signal?
>AI in... scipy.ai?

That sounds good to me; the AI module in PyMC consists of reinforcement
learning algorithms, but having a scipy.ai module would leave room for
things like neural networks in the future.

I would also be interested in helping to overhaul the stats.py module, so
that this MCMC code could make better use of it.


>
>Or should they all come in as new packages?

You can make an argument for either, but it may make sense to integrate
where possible.

>
>Also, Chris, how are the tests and docs for these packages?
>

Each has a unit test using the unittest package. Try running:

PyMC.MCMC.test()
PyMC.KalmanFiltering.test()
PyMC.ReinforcementLearning.test()

The code is also amply documented.

C.




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