We have no significant monte carlo methods in Mahout. We do have a reasonable evolutionary optimizer, but randomness isn't the same as a real Monte Carlo code in the sense of Metropolis-Hastings or Gibbs sampling.
What do you mean by "capability of GNU scientific computing library"? I don't know of any significant MCMC code there either. In general, efficient MonteCarlo codes can be tricky to get to work in the map-reduce paradigm. You can start multiple chains, but that doesn't necessarily help if all have to spend a long time burning in. Can you say more about what you are looking for? On Wed, Oct 26, 2011 at 2:34 PM, Charles Earl <[email protected]> wrote: > I'm interested to learn if there is a general monte carlo methods package > that has been developed for Mahout or Hadoop. For example, having the > capability of GNU scientific computing library. This might be off the > machine learning focus of Mahout, but thought there might be overlap. > Thanks. > Charles Earl > >
