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parameter-estimation

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CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

  • Updated May 11, 2021
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ben18785
ben18785 commented Jan 28, 2021

Suppose one chain is stuck on one mode; another on another mode. If those two chains may sample independently from each mode, the ESSs will be high when, really, they should be near zero since the samples don't represent anything like independently from the overall distribution. This is why multichain ESS makes sense and we should implement it. I feel like this will give a much better picture of t

AMICI
paulstapor
paulstapor commented Jul 16, 2020

Currently, values for the llh, gradient, the computed trajectories of states and observables, or the sensitivities are checked in unit tests.
Unfortunately, some bugs, such as incorrect Jacobians or switched minus signs in the Newton solver, will not necessarily affect those quantities. However, they will substantially impact solver performance, by causing way too many steps to be taken. Hence, w

pyPESTO

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