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Authors: Gregory R. Warnes
Title: [download]
(3852)
HYDRA: a Java library for Markov Chain Monte Carlo
Reference: Vol. 7, Issue 4, Mar 2002
Submitted 2001-07-02, Accepted 2002-03-10
Type: Article
Abstract:

Hydra is an open-source, platform-neutral library for performing Markov Chain Monte Carlo. It implements the logic of standard MCMC samplers within a framework designed to be easy to use, extend, and integrate with other software tools. In this paper, we describe the problem that motivated our work, outline our goals for the Hydra pro ject, and describe the current features of the Hydra library. We then provide a step-by-step example of using Hydra to simulate from a mixture model drawn from cancer genetics, first using a variable-at-a-time Metropolis sampler and then a Normal Kernel Coupler. We conclude with a discussion of future directions for Hydra.

Paper: [download]
(3852)
HYDRA: a Java library for Markov Chain Monte Carlo
(application/pdf, 500.2 KB)
Supplements: [download]
(218)
Hydra_1.0.0.jar: Hydra Jar File
(application/java-archive, 2.2 MB)
[download]
(213)
Hydra_1.0.0.tgz: Hydra classes and scripts for running in Omegahat
(application/x-gzip, 1.6 MB)
[download]
(209)
UserGuide.pdf: Hydra User Guide
(application/pdf, 500.2 KB)
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