Accession Number:

ADA459649

Title:

HYDRA: A Java Library for Markov Chain Monte Carlo

Descriptive Note:

Technical rept. no. 394

Corporate Author:

GEORGE WASHINGTON UNIV WASHINGTON DC DEPT OF STATISTICS

Personal Author(s):

Report Date:

2002-03-01

Pagination or Media Count:

33.0

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.

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE