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Re: Monte Carlo probability calculation in Python

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From Sturla Molden <sturla.molden@gmail.com>
Subject Re: Monte Carlo probability calculation in Python
Date Sat, 7 Feb 2015 12:30:28 +0000 (UTC)
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Paul  Moore <p.f.moore@gmail.com> wrote:

> 
> Yes. And a number of other variations. None gave anything that seemed to
> relate. It's quite likely though that I'm simply not understanding how
> things like pymc (which came up in the searches) might help me, or how to
> convert my problem into a Monte Carlo integration problem (another topic
> that came up a lot, for example). So if there are specific links from
> such a search that match well to the problem as I described it above, I'd
> be really grateful for pointers.

PyMC and emcee are used for solving complicated integrals that often turn
up in Bayesian statistics. They have the same usecase as the R-like
application BUGS (WinBUGS). If you don't know what Markov Chain Monte
Carlo, Gibbs sampler or Metropolis-Hastings means you probably don't want
this. It is rather hardcore numerical mathematics for solving a particular
problem (multidimensional integrals that are not analytically tractable),
not something you would use for any kind of Monte Carlo simulation.

Sturla

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Thread

Monte Carlo probability calculation in Python Paul  Moore <p.f.moore@gmail.com> - 2015-02-05 08:20 -0800
  Re: Monte Carlo probability calculation in Python Joel Goldstick <joel.goldstick@gmail.com> - 2015-02-05 11:27 -0500
    Re: Monte Carlo probability calculation in Python Paul  Moore <p.f.moore@gmail.com> - 2015-02-05 08:33 -0800
      Re: Monte Carlo probability calculation in Python Sturla Molden <sturla.molden@gmail.com> - 2015-02-07 12:30 +0000
  Re: Monte Carlo probability calculation in Python Rob Gaddi <rgaddi@technologyhighland.invalid> - 2015-02-05 16:56 +0000
    Re: Monte Carlo probability calculation in Python Paul  Moore <p.f.moore@gmail.com> - 2015-02-05 11:25 -0800
      Re: Monte Carlo probability calculation in Python Rob Gaddi <rgaddi@technologyhighland.invalid> - 2015-02-05 20:56 +0000
      Re: Monte Carlo probability calculation in Python Ian Kelly <ian.g.kelly@gmail.com> - 2015-02-05 14:00 -0700
        Re: Monte Carlo probability calculation in Python Paul  Moore <p.f.moore@gmail.com> - 2015-02-05 15:02 -0800
          Re: Monte Carlo probability calculation in Python Paul  Moore <p.f.moore@gmail.com> - 2015-02-06 14:54 -0800
            Re: Monte Carlo probability calculation in Python Steven D'Aprano <steve+comp.lang.python@pearwood.info> - 2015-02-07 10:49 +1100
              Re: Monte Carlo probability calculation in Python Paul  Moore <p.f.moore@gmail.com> - 2015-02-09 13:57 -0800
                Re: Monte Carlo probability calculation in Python Paul  Moore <p.f.moore@gmail.com> - 2015-02-10 06:40 -0800

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