Gregory R. Warnes
Hydra:  A Java library for Markov Chain Monte Carlo
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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. In this
paper, we describe the problem that motivated our work, outline our
goals for the Hydra project, 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.


Gregory R. Warnes
Pfizer Global Research & Development
MS 8260-114
Eastern Point Road
Groton, CT 06340
Phone: (860) 715-3536
Fax:   (860) 715-3705
Email: gregory_r_warnes@groton.pfizer.com