Pedro Miguel Lúcio Melgueira,

Universidade de Évora


Probability calculus is required in the solution of many engineering problems. While there are software libraries available for linear algebra operations, like BLAS and LAPACK, libraries specific for probability computations are generally lacking. In this talk a toolbox for discrete probability calculus will be presented that supports an arbitrary number of variables. This library can then be used to solve common problems like the application of Bayes law, HMM state estimation, optimization problems on probability spaces, etc.
The work was developed in the scope of a BII grant by Pedro Melgueira from the University of Évora.


Date: 2012-Apr-27     Time: 15:00:00     Room: 04

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