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Probabilistic Inference on Noisy Time Series

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For models that we use to exemplify PINTS' ABC capabilities - in particular, stochastic reaction equations - there are sometimes exact (computationally expensive) and approximate (computationally cheap) ways to simulate...

science!

At the moment, it's a really bizarre model because: - It only outputs infected and recovered populations (even though we don't observe the susceptible population, we should still output it)....

code and design

We are thinking about adding as a Pints toy problem the two species surface confined electrochemistry reaction. A + e- B The toy problem could use the dimensionless form of...

feature

[Numpyro](https://github.com/pyro-ppl/numpyro) is a lightweight probabilistic programming language allowing automatic differentiation via Jax and JIT compilation to GPU/TPU/CPU. We would like to potentially build an interface to numpyro but, first, it'd...

documentation

I was having a go with these and noticed you can use both in one optimiser with different boundaries. I'm not sure what we want to do about this but...

code and design

@YannStanislasBarral ran into some trouble when he tried nested multiprocessing (specifically, he had a situation where each function evaluation required four independent simulations, which we wanted to parallelise). This failed...

code and design

Only requires a few extra lines on top of existing algorithms, they claim [here](https://projecteuclid.org/euclid.ba/1572055334).

feature

There are some issues that have discussed hierarchical modelling before #1231 #1232 #1134 . Here is one more attempt that I've implemented in my repository https://erlotinib.readthedocs.io/en/latest/index.html. New features that are...

feature

This is a slightly self-involved one but I do actually think it'd be useful. I would like to add my R* convergence metric that I describe in [this](https://arxiv.org/abs/2003.07900) paper, as...

feature

Would it be of interest to have a HierarchicalModelLogPDF class in pints? So something that produces a joint LogPDF from individual LogPDFs with a specific dependence structure: p(y, psi, theta)...

feature