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

chris at fisher.forestry.uga.edu chris at fisher.forestry.uga.edu
Mon Sep 27 21:53:53 CDT 2004


In my view, stats makes sense, since Markov chain Monte Carlo is used
mostly for statistical estimation. Perhaps a module called "bayes"
would be appropriate, but it certainly would not be out of place in
stats.

Chris


On 9/27/2004, "Charles Harris" <charles.harris at sdl.usu.edu> wrote:

>eric jones wrote:
>
>> Where should these live?
>> monte carlo and markov chain might fit in scipy.stats?
>
>How about  in monte_carlo or some such? I think there is too much stuff
>put in odd places. Why is zeros in optimize? Makes no sense, but there
>it is.  I don't think now is the time to change all the directories
>around, but
>I hope we give some thought to the organization before it becomes
>unmanageable.
>The Dewey decimal classification was an achievement I am coming to
>appreciate.
>
>> kalman in scipy.signal?
>
>OK.
>
>> AI in... scipy.ai? Or should they all come in as new packages?
>>
>> Also, Chris, how are the tests and docs for these packages?
>>
>> eric
>>
>> Travis Oliphant wrote:
>>
>>> chris at fisher.forestry.uga.edu wrote:
>>>
>>>> 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.
>>>>
>>>>
>>>>
>>>
>>> Such additions would be fantastic.  I share Robert's enthusiasm.
>>> I would love to see these in SciPy.
>>>
>>> -Travis
>>>
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>>
>>
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