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Probabilistic Inference on Noisy Time Series (PINTS) Cover

Probabilistic Inference on Noisy Time Series (PINTS)

Open Access
|Jul 2019

Figures & Tables

Figure 1

(Left) An experimentally measured noisy time series, and a simulated one. (Right) An example of an optimisation procedure with PINTS. Note that the actual simulation code is omitted from the example model wrapper at the top: this is the user-provided part, and can be written in Python or any other language that Python can interface with Python, allowing computationally heavy forward simulations to be handled entirely outside of PINTS. This image, and the full example code, can also be found in the PINTS repository.

Figure 2

An overview of the main PINTS classes used to define error measures (for optimisation) and PDFs (for optimisation or sampling). Users write a wrapper class for their model, making it available to pints, and must provide the experimental data using any Python sequence structure (for example, a list or a NumPy array). With these ingredients, a (single or multi-output) problem can be defined that can then be used with any of the available error measure or likelihood classes. Alternatively, users implement their own ErrorMeasure or LogPDF, which allows for further customisation and for problems other than time series problems to be solved.

Figure 3

The three steps iterated in an ask-and-tell interface. The stars here represent code specific to the chosen sampling or optimiser method and θ′ is the input parameter vector proposed by ask(). The state(.) of the system varies according to the method but typically holds a set of input parameter vectors and other constant or dynamic variables used by the ask() and tell() steps.

DOI: https://doi.org/10.5334/jors.252 | Journal eISSN: 2049-9647
Language: English
Submitted on: Nov 7, 2018
Accepted on: Jul 5, 2019
Published on: Jul 19, 2019
Published by: Ubiquity Press
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year

© 2019 Michael Clerx, Martin Robinson, Ben Lambert, Chon Lok Lei, Sanmitra Ghosh, Gary R. Mirams, David J. Gavaghan, published by Ubiquity Press
This work is licensed under the Creative Commons Attribution 4.0 License.