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Primary Article

Design Ideas for Markov chain Monte Carlo Software

Pages 24-43 | Published online: 01 Jan 2012
 

Abstract

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.

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