Hi Ted, This is mostly for particle event simulation, I'll give the FOAM toolkit as an example http://jadach.home.cern.ch/jadach/Foam/Index.html But I'm trying to determine if there might be commonalities for other domains, options pricing as one. Yes, you are right about GNU SL. I have also wonder whether Colt or Parallel Colt might be worth investigating. Thanks Charles
On Oct 26, 2011, at 5:47 PM, Ted Dunning wrote: > 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 >> >>
