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Probabilistic Inference on Noisy Time Series
Couple of warnings, then an error when building ``` Building: 32.0s, done.Messages from stanc: Warning in \'/tmp/httpstan_ioc8i20p/model_vdpin3fp.stan\', line 4, column 2: Declaration of arrays by placing brackets after a variable...
The module will contain the functional tests in pints, e.g. one file for each sampler and each optimiser. We start with the HarrioBardenerACMC.
Bouncy particle sampler: https://doi.org/10.1080/01621459.2017.1294075 Zig-zag: https://arxiv.org/abs/1607.03188
Marina Riabiz, Wilson Chen, Jon Cockayne, Pawel Swietach, Steven A. Niederer, Lester Mackey, Chris. J. Oates (2020) Optimal Thinning of MCMC Output https://arxiv.org/abs/2005.03952 Looks at selecting an "optimal" subset of...
each pints log-likelihood defines a generative model, which you can sample (e.g. for simulating fake data), it would be nice if there was a method to sample from each log-likelihood,...
Ege, Marti, Banga 2010 https://doi.org/10.1016/j.cor.2009.05.003 Gabor & Banga 2015 https://doi.org/10.1186/s12918-015-0219-2
`values` is just the same as saying `numbers` - which isn't a very helpful variable name :-) It means at least two distinct things that are not the same in...
After recently upgrading to pints 0.4.1, the CMAES algorithm is no longer sped up by the set_parallel command. Although the process is parallelised (via inspection of processes with top), the...
Implements `SubProblem` and `ProblemCollection` methods which collectively allow: - problems to be constructed where different outputs are measured at different times - separate subproblems to be created for different subsets...
