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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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Xref: csiph.com comp.lang.python:85326

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