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

Travis Oliphant oliphant at ee.byu.edu
Sat Sep 25 23:22:34 CDT 2004

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.


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