Object oriented library for Markov chain Monte Carlo simulation

摘要

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.