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HYDRA: a Java library for Markov Chain Monte Carlo

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  • Warnes, Gregory R.

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 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.

Suggested Citation

  • Warnes, Gregory R., 2002. "HYDRA: a Java library for Markov Chain Monte Carlo," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 7(i04).
    • Handle: RePEc:jss:jstsof:v:007:i04
    DOI: http://hdl.handle.net/10.18637/jss.v007.i04
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    Cited by:

    1. Wen Wei & Guan Chen, 2008. "JavaStatSoft: design patterns and features," Computational Statistics, Springer, vol. 23(2), pages 235-251, April.
    2. Ruckdeschel, Peter & Kohl, Matthias, 2014. "General Purpose Convolution Algorithm in S4 Classes by Means of FFT," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 59(i04).
    3. Dazhi Jiao & Yuzhen Ye & Haixu Tang, 2013. "Probabilistic Inference of Biochemical Reactions in Microbial Communities from Metagenomic Sequences," PLOS Computational Biology, Public Library of Science, vol. 9(3), pages 1-11, March.

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