Monthly Archives: July 2011

Week 10 for Random Variables

I’ve been neglecting my GSoC project this week. This is what’s on the burner though: Write up a blogpost on my implementation of Matrix Expressions. What they can and can’t do. I’d like to generate discussion on this topic. Test … Continue reading

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Multivariate Normal Random Variables

Multivariate Normal Random Variables are extraordinarily convenient. The probability density of a multivariate normal random variable is proportional to the following: Where is an n-dimensional state vector, is the mean of the distribution, and is an n by n covariance … Continue reading

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Matrix Expressions

Linear algebra is important. It is a language which both humans and computers understand well which we can use to describe a large class of important problems. Linear Algebra is an alternative approach to communicate with computers – alternative to … Continue reading

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Week 7: Not much to report

All quiet here in Random Variable land. The next big step is to write up a Multivariate Normal Random Variable. Operations on these will generate expressions in Linear Algebra. I’m still working out the best way to integrate this into … Continue reading

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A Lesson in Data Assimilation using SymPy

What is the temperature outside? Hold on, I’ll check… Ok, I went outside and felt the air temperature. I think that it is 30C but I’m not very good at telling the temperature when it’s humid out; we’ll say that … Continue reading

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Week 6: A new backend for Random Variables

The backend for randomvariables is completely rewritten. The goal of the RandomVariable module is to turn Statistical statements like P(X>Y given Y<5) into computational statements. These computational statements are then handled by external machinery. There are three planned implementations. Each … Continue reading

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