This is an experiment in using Theano for the statistical analysis of dynamic systems,with a focus on epidemiological modeling. Files in the /hmm directory show a simple implementation of a hidden markov model, using both Theano and pure Numpy.
Files in the /fbgibbs directory are an example of using the Forward-Backward Gibbs sampler with an uncoupled HMM. Again, examples are given in Theano and plain Numpy.