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Thomas Wiecki twiecki

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twiecki / example_breaks_map.py
Created June 24, 2011 17:53
Example code that shows how MAP can be broken when fmin walks outside the support of the variables.
import pymc as pm
t = pm.Uniform('t', 0, 1, verbose=1)
y = pm.Normal('x', mu=t, tau=1, value=-5, observed=True)
pm.MAP([t,y]).fit(verbose=1)
@twiecki
twiecki / sim_drift_gpu.py
Created December 9, 2011 16:23
Simulating drift-processes on the GPU using PyCuda
from __future__ import division
import pycuda.compiler
import pycuda.gpuarray as gpuarray
import pycuda.autoinit
import pycuda.curandom
from pycuda.cumath import exp as pycuda_exp
from pycuda.compiler import SourceModule
import matplotlib.pyplot as plt
from kabuki.utils import scipy_stochastic
@twiecki
twiecki / test_proto.py
Created February 6, 2012 23:17
PrototypedFrom of a list
from traits.api import \
PrototypedFrom, Float, HasTraits, Instance, Str, List, on_trait_change
from copy import copy
class Parent (HasTraits):
first_name = Str
family_name = ''
favorite_first_name = Str
child_allowance = Float(1.00)
@twiecki
twiecki / fastdm_cdf.pyx
Created March 12, 2012 12:48 — forked from anonymous/fastdm_cdf.pyx
function for censored distrbutions
#!/usr/bin/python
# Cython wrapper for the fast-dm code by Voss & Voss
# (C) by Thomas Wiecki (thomas_wiecki@brown.edu), 2010
# GPLv2 or later.
from __future__ import division
import numpy as np
cimport numpy as np
cimport cython
@twiecki
twiecki / simplegibbs_cython.pyx
Created May 11, 2012 18:55 — forked from fonnesbeck/simplegibbs_cython.pyx
Simple Gibbs sampler in cython, adapted from http://bit.ly/J3vP63
'''
Gibbs sampler for function:
f(x,y) = x x^2 \exp(-xy^2 - y^2 + 2y - 4x)
using conditional distributions:
x|y \sim Gamma(3, y^2 +4)
y|x \sim Normal(\frac{1}{1+x}, \frac{1}{2(1+x)})
'''
@twiecki
twiecki / SimonRegressors
Created August 22, 2012 17:31
ipython notebook for eyetracking data
{
"metadata": {
"name": "SimonPupilRegression"
},
"nbformat": 3,
"worksheets": [
{
"cells": [
{
"cell_type": "code",
@twiecki
twiecki / pydata12_zipline_twiecki.ipynb
Created October 27, 2012 03:33
IPython notebook used in my PyData NYC'12 presentation.
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@twiecki
twiecki / ipcluster.py
Created December 10, 2012 17:03
Relevant changes to starcluster ipcluster.py code to start multiple ipython nbs on multiple ports
def _start_notebook(self, master, user, profile_dir, profile_name='default', notebook_port=8888):
master.ssh.execute('ipython profile create %s' % profile_name)
log.info("Setting up IPython web notebook for user: %s" % user)
user_cert = posixpath.join(profile_dir, '%s.pem' % user)
ssl_cert = posixpath.join(profile_dir, '%s.pem' % user)
if not master.ssh.isfile(user_cert):
log.info("Creating SSL certificate for user %s" % user)
ssl_subj = "/C=US/ST=SC/L=STAR/O=Dis/CN=%s" % master.dns_name
master.ssh.execute(
"openssl req -new -newkey rsa:4096 -days 365 "
@twiecki
twiecki / ipynb_boston_python.ipynb
Created January 25, 2013 02:01
IPython notebook used during the Boston Python Meetup.
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@twiecki
twiecki / nb_zipline_nyc.ipynb
Created January 30, 2013 18:37
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