[SciPy-User] Bayesian Data Assimilation in Python

Fraser, Andrew McLeod afraser@lanl....
Wed Feb 15 14:41:47 CST 2012

When I started the book in 2002, I chose python.  I shifted from C and Octave.  I submitted my final draft to SIAM in 2007 and they published it in 2008.  In the intervening years I used NUMERIC, Numarray, SWIG, gnuplot ...

The tools and hardware get better continuously.  As I was working on the book, some drafts took more than a day to build.

When I get some time, I will rewrite the code to use scipy sparse matrices, cython, and matplotlib.  It should be prettier and faster.
From: scipy-user-bounces@scipy.org [scipy-user-bounces@scipy.org] on behalf of Flavio Coelho [fccoelho@gmail.com]
Sent: Wednesday, February 15, 2012 11:52 AM
To: SciPy Users List
Subject: Re: [SciPy-User] Bayesian Data Assimilation in Python

What dou you mean by "Now that numpy and scipy exist"?

They surely already existed when your book was published in 2009....

Congrats, looks like an interesting book!

On Wed, Feb 15, 2012 at 13:01, Fraser, Andrew McLeod <afraser@lanl.gov<mailto:afraser@lanl.gov>> wrote:

My book "Hidden Markov Models and Dynamical Systems" published by SIAM is about data assimilation in the simplest contexts.  The approach is Bayesian and all of the examples are in python.  (Now that numpy and scipy exist, I plan to update/improve the code to use them.)

Andrew M. Fraser

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Flávio Codeço Coelho
+55(21) 3799-5567
Escola de Matemática Aplicada
Fundação Getúlio Vargas
Rio de Janeiro - RJ

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