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@207
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[207]
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06/02/08 19:04:49 |
edsuom |
Got Rao-Blackwellized version working locally & remotely, with better but … |
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@206
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[206]
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06/01/08 02:06:56 |
edsuom |
Got Rao-Blackwellized (on z only) version running locally, not yet … |
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@205
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[205]
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06/01/08 00:22:10 |
edsuom |
Rao-Blackwellization on z looks very promising, but let's ditch it on … |
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@201
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[201]
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05/28/08 17:18:11 |
edsuom |
Working on reducing variance in likelihood estimates |
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@200
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[200]
|
05/27/08 16:46:38 |
edsuom |
Integration over log-volatility simulations using Metropolis-within-Gibbs … |
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@195
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[195]
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05/23/08 16:16:25 |
edsuom |
Ditching Rao-Blackwellization for now |
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@194
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[194]
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05/23/08 15:04:33 |
edsuom |
PMC now running with more efficient proposal code and sequencing of said … |
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@192
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[192]
|
05/23/08 11:43:54 |
edsuom |
Got C code working nicely and integrated with pmc; working on making … |
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@178
|
[178]
|
05/12/08 21:29:10 |
edsuom |
Rewrote zProposal to use truncated normal |
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@176
|
[176]
|
05/09/08 22:13:35 |
edsuom |
Redoing Rao-Blackwellization as the sum of the joint proposal-jump … |
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@175
|
[175]
|
05/08/08 23:30:51 |
edsuom |
Got D-Kernel PMC running with what I hope is Rao-Blackwellization |
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@174
|
[174]
|
05/08/08 12:49:59 |
edsuom |
Working on D-kernel PMC |
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@173
|
[173]
|
05/05/08 16:21:36 |
edsuom |
Starting work on Rao-Blackwellization |
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@172
|
[172]
|
05/01/08 21:33:08 |
edsuom |
Trying to get an actual PMC run going |
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@171
|
[171]
|
05/01/08 15:10:42 |
edsuom |
Finally doing some inital runs & debugging |
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@169
|
[169]
|
04/30/08 23:00:30 |
edsuom |
Putting together svpmc example |
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@168
|
[168]
|
04/30/08 20:13:51 |
edsuom |
Got model unit testing working again; more complete unit testing of … |
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@166
|
[166]
|
04/29/08 22:46:52 |
edsuom |
Got pmc module cleanly prototyped, now need to unit test; then we should … |
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@164
|
[164]
|
04/29/08 15:35:34 |
edsuom |
Working on ProjectManager?, pulling things together |
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@163
|
[163]
|
04/29/08 01:32:02 |
edsuom |
Working on prior and parameter containers, starting to tie everything … |
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@161
|
[161]
|
04/28/08 21:37:01 |
edsuom |
Working on prior and parameter containers, starting to tie everything … |
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@151
|
[151]
|
04/19/08 20:26:56 |
edsuom |
Tested FlexArray?; last work on Model.likelihood before switching it to … |
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@150
|
[150]
|
04/17/08 21:17:12 |
edsuom |
Working on parameter containers and associated glue-type stuff |
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@135
|
[135]
|
04/03/08 22:20:51 |
edsuom |
Renaming pypmc to svpmc to reflect specific direction of the subpackage |
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@134
|
[134]
|
04/03/08 22:14:41 |
edsuom |
Renaming pypmc to svpmc to reflect specific direction of the subpackage |
|
copied from projects/AsynCluster/trunk/pypmc/pmc.py:
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@132
|
[132]
|
03/31/08 19:21:24 |
edsuom |
Working on refactoring pypmc stuff in from separate project repo; tseries … |
