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

Charles Harris charles.harris at sdl.usu.edu
Mon Sep 27 13:02:21 CDT 2004

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 
The Dewey decimal classification was an achievement I am coming to 

> kalman in scipy.signal?


> 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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