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 project, 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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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 2002
Accession Number
ADA459649

Entities

People

  • Gregory R. Warnes

Organizations

  • George Washington University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Application Software
  • Computer Programming
  • Computer Programs
  • Computer Science
  • Computers
  • Data Science
  • Information Science
  • Language
  • Markov Chains
  • Monte Carlo Method
  • Network Science
  • Operating Systems
  • Probability
  • Random Number Generators
  • Random Walk
  • Statistics

Fields of Study

  • Computer science

Readers

  • Database Systems and Applications
  • Educational Psychology
  • Statistical inference.

Technology Areas

  • Biotechnology