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Probabilistic Inference on Noisy Time Series
If you see it, please post the failed test output here :-)
The [Maximum Likelihood Notebook](https://github.com/pints-team/pints/blob/master/examples/optimisation/maximum-likelihood.ipynb) estimates confidence intervals using a profile likelihood estimation. It’s a 3 dimensional parameter space and the MLEs are found by maximizing the likelihood. The confidence intervals...
When working in a transformed parameter space to perform maximum likelihood estimation, we don't need to include the Jacobian term provided we are not also transforming the data. This follows...
### Bug Refusing to set a population size (using the default of `population_size=None`) leads to an error when the optimisation is run but the docstring for [set_population_size](https://github.com/pints-team/pints/blob/9843b6402e4c2f0e8eb58f3f394b6d139212cbab/pints/_optimisers/__init__.py#L273) suggests this is...
It doesn't add any functionality, just indicated that a certain LogPDF is intended as a LogLikelihood. In some cases, we test to see if something _is_ a LogLikelihood, but I'm...
Hello, thanks for creating the package. I also really like the example notebooks. I looked into the notebook: [Interface to statsmodels: state space time series models](https://github.com/pints-team/pints/blob/b75d79287c81a115fa45640e9afc689e43bf01f1/examples/interfaces/statsmodels-state-space.ipynb) and really like the...
Two parameters are missing a description: https://github.com/pints-team/pints/blob/9843b6402e4c2f0e8eb58f3f394b6d139212cbab/pints/_mcmc/_dual_averaging.py#L62-L65
@ben18785 looks like this is quite behind: https://pints-team.github.io/pints-methods-overview/ If we decide the maintenance burden outweighs the benefits we can just drop it too 😓
@marcberliner wrote: > Calculating my objective function is expensive, so I’d like to store the `log_pdf` values alongside the samples to avoid recalculating them. > > As a side note,...
pip now complains if you try to install with ``` pip install -e . ``` > DEPRECATION: Legacy editable install of pints==0.5.1 from file:///home/michael/dev/pints (setup.py develop) is deprecated. pip 25.0...