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  • 标题:HYDRA: a Java library for Markov Chain Monte Carlo
  • 本地全文:下载
  • 作者:Gregory R. Warnes
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2002
  • 卷号:7
  • 期号:1
  • 页码:1-32
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要: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.
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