|Authors:||Gregory R. Warnes|
|Title:||HYDRA: a Java library for Markov Chain Monte Carlo|
|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.|
Page views:: 10654. Submitted: 2001-07-02. Published: 2002-03-10.
HYDRA: a Java library for Markov Chain Monte Carlo
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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.