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

chris at fisher.forestry.uga.edu chris at fisher.forestry.uga.edu
Mon Sep 27 22:14:16 CDT 2004

On 9/27/2004, "Travis Oliphant" <oliphant at ee.byu.edu> wrote:

>We are not against reorganizations, but odd to you is not necessarily
>odd to someone else, and vice versa.  So, let's just figure out were
>monte_carlo should go.  I think it would go well under stats, or else a
>new AI subpackage.

MCMC isnt really artificial intelligence, it is bayesian stats, so stats
would be best, I think.

>I agree that stats could use reorganization.  Many routines were lifted
>from an old pstats.py file.  While it has been significantly cleaned up,
>there are still problems.

I would be glad to take a run at re-doing stats, if only because I would
be using it a *lot*. If so, I wouldnt mind getting a bit of background
from Travis (and others) about the module, particularly with respectto
what would need to be retained, and what the most desirable changes
would be.

>I hear various complaints occasionally about slowness in some of the
>distributions in stats.  In order to improve things, these need to be
>better described.  Their shouldn't be a lot of slow-down in most of the
>routines (aside from domain validity slowness).   Some distributions
>don't have exactly defined cdf's or ppf's and these must be computed by
>SciPy using integration and zero-finding routines.  This will be very slow.

The distributions that most folks would be using 95% of the time
(normal,mv-normal,gamma,beta,binomial,exponential,poisson) are well
defined and can be made pretty fast with FORTRAN extensions.


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