Object oriented library for Markov chain Monte Carlo simulation

Details Object oriented library for Markov chain Monte Carlo simulation Object oriented library for Markov chain Monte Carlo simulation

2005-07-27

2008-08-05

Frejd, Russell (Department: 2128)

Data processing: structural design, modeling, simulation, and em

Modeling by mathematical expression

Reexamination Certificate

active

07409325

ABSTRACT:
Systems, methods and computer implemented tools are provided for performing Markov chain Monte Carlo simulations. Computer implemented tools include a library of MCMC classes that define a core foundation of the MCMC analysis that minimizes knowledge of computer programming and manages the overhead associated with implementing MCMC simulation. Moreover, a user interacting with the various embodiments of the present invention is given numerical control over the problem at issue so that a skilled user can run successful MCMC simulations even where components of the distribution of interest are non-standard.

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