HYDRA Java library for Markov Chain Monte Carlo.

Gregory R. Warnes greg at warnes.net
Sun Jan 7 06:19:41 CET 2001

Announcing the first release of the HYDRA Java library for Markov
Chain Monte Carlo.

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 and to extend
while allowing integration with other software tools.

HYDRA provides methods for implementing MCMC samplers using
Metropolis, Metropolis-Hastings, Gibbs methods. In addition, it
provides classes implementing several unique adaptive and multiple
chain/parallel MCMC methods.  It was developed as part of my
Ph.D. thesis work at the University of Washington.

The Hydra package is available from:


My thesis, which describes one of the adaptive MCMC algorithms and
gives an tutorial on constructing MCMC samplers using the HYDRA
library is available at


-Greg Warnes <greg at warnes.net>

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