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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 Apr 7, 2022
  • C++
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

pyPESTO
paulstapor
paulstapor commented Oct 5, 2020

After a short chat at COMBINE conference, I think it would be very helpful to underline (either in the docs or somewhere else) that pyPESTO doesn't have to use AMICI, but is basically agnostic about the objective function structure.
One could add an example, which is a bit more complex than the Rosenbrock function. That might help users, who want to use pyPESTO e.g. with another simulator.
What

enhancement good first issue documentation
AMICI

Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such as descriptive statistics, parameter estimations, hypothesis testing, ANOVA and etc. All codes are straightforward to understand.

  • Updated Mar 11, 2022
  • Jupyter Notebook

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