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Design Ideas for Markov chain Monte Carlo Software
by
Graves, Todd L
in
Algorithms
/ Computer software
/ Expressing statistical models
/ Integers
/ Java
/ Markov analysis
/ Markov chains
/ Mathematical independent variables
/ MATHEMATICS AND COMPUTING
/ Metropolis-Hastings algorithm
/ Metropolitan areas
/ Modeling
/ Monte Carlo simulation
/ Railroad transportation
/ Ratios
/ Scalars
/ Software
/ Standard deviation
/ Studies
/ Systems development
/ Updating schemes
2007
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Design Ideas for Markov chain Monte Carlo Software
by
Graves, Todd L
in
Algorithms
/ Computer software
/ Expressing statistical models
/ Integers
/ Java
/ Markov analysis
/ Markov chains
/ Mathematical independent variables
/ MATHEMATICS AND COMPUTING
/ Metropolis-Hastings algorithm
/ Metropolitan areas
/ Modeling
/ Monte Carlo simulation
/ Railroad transportation
/ Ratios
/ Scalars
/ Software
/ Standard deviation
/ Studies
/ Systems development
/ Updating schemes
2007
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Do you wish to request the book?
Design Ideas for Markov chain Monte Carlo Software
by
Graves, Todd L
in
Algorithms
/ Computer software
/ Expressing statistical models
/ Integers
/ Java
/ Markov analysis
/ Markov chains
/ Mathematical independent variables
/ MATHEMATICS AND COMPUTING
/ Metropolis-Hastings algorithm
/ Metropolitan areas
/ Modeling
/ Monte Carlo simulation
/ Railroad transportation
/ Ratios
/ Scalars
/ Software
/ Standard deviation
/ Studies
/ Systems development
/ Updating schemes
2007
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Journal Article
Design Ideas for Markov chain Monte Carlo Software
2007
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Overview
This article discusses design ideas useful in the development of Markov chain Monte Carlo (MCMC) software. Goals of the design are to facilitate analysis of as many statistical models as possible, and to enable users to experiment with different MCMC algorithms as a research tool. These ideas have been used in YADAS, a system written in the Java language, but are also applicable in other object-oriented languages.
Publisher
Taylor & Francis,American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America,Taylor & Francis Ltd
Subject
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