Object oriented library for Markov chain Monte Carlo simulation

Data processing: structural design – modeling – simulation – and em – Modeling by mathematical expression

Reexamination Certificate

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

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.

REFERENCES:
patent: 5301118 (1994-04-01), Heck et al.
patent: 6061662 (2000-05-01), Makivic
patent: 6112021 (2000-08-01), Brand
patent: 6289296 (2001-09-01), Umeno
patent: 6640191 (2003-10-01), Deem et al.
patent: 6671661 (2003-12-01), Bishop
patent: 6883148 (2005-04-01), Teig et al.
patent: 7072811 (2006-07-01), Kadane et al.
patent: 2002/0099594 (2002-07-01), Heard
patent: 2004/0010399 (2004-01-01), Kadane et al.
Fill, L. An Interruptible Algorithm for Perfect Sampling via Markov Chains, Proceedings of the 29th Annual ACM Symposium on Theory of Computing STOC '97, May 1997, pp. 688-695.
Radford M. Neal, Markov chain Monte Carlo (MCMC) Package, copyright 1995-2003, pp. 1-38.
Matthias Troyer et al., The Alea library Version 1.3, a class library and application framework for automatic parallelization of Monte Carlo simulations, Jan. 1999, Zürich, Switzerland, pp. 1-28.
Alexander Schliep et al., GHMM: A LGPL-licensed Hidden Markov Model Library, pp. 1-11.
Gregory R. Warnes, HYDRA: A Java library for Markov Chain Monte Carlo, 2nd International Workshop on Distributed Statistical Computing (DSC 2001), Mar. 2001, Vienna, Austria, pp. 1-12.
Gregory R. Warnes, HYDRA: A Java library for Markov Chain Monte Carlo, Technical Report No. 394, Apr. 2001, Rev. Mar. 2002, Groton, CT, pp. 1-32.
Andrew D. Martin and Kevin M. Quinn, Scythe Statistical Library: Introduction, Release 0.1., Jul. 2001, pp. 1-25.
Gregory R. Warnes, HYDRA: A Java library for Markov Chain Monte Carlo, Mar. 2002, Groton, CT, pp. 1-32.
Gregory R. Warnes, HYDRA: A Brief Overview of HYDRA, Mar. 2002, pp. 1-2.
David Spiegelhalter et al., WinBUGS User Manual, Version 1.4, Jan. 2003, pp. 1-60.
Martyn Plummer, JAGS: A Program for Analysis of Bayesian Graphical Models Using Gibbs Sampling, 3rd International Workshop on Distributed Statistical Computing (DSC 2003), Mar. 2003, Vienna, Austria, pp. 1-10.
Andrew D. Martin and Kevin M. Quinn, Markov Chain Monte Carlo (MCMC) Package, Version 0.4-6, Nov. 2003, pp. 1-50.
MCMC Reference Manual, Generated by Doxygen 1.3.9.1., Nov. 2005, pp. 1-137.

LandOfFree

Say what you really think

Search LandOfFree.com for the USA inventors and patents. Rate them and share your experience with other people.

Rating

Object oriented library for Markov chain Monte Carlo simulation does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with Object oriented library for Markov chain Monte Carlo simulation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Object oriented library for Markov chain Monte Carlo simulation will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFUS-PAI-O-4001284

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.