Thanks. I have read R has some collab with Clodera. Is there a "mapreduce R" that is stable (apart from streaming). C
On Oct 27, 2011, at 10:16 AM, Ted Dunning <[email protected]> wrote: > If you are doing particle event simulation simply using forward inference, > then map-only tasks are just fine and almost anything will do. Mahout has > decent random number generators. > > If you want modern MCMC codes for reverse inference, I would go elsewhere. > Radford Neal has some good stuff and Andrew Gelman's group has been doing > some good work. Both of these are ultimately accessible from R. > > On Thu, Oct 27, 2011 at 7:03 AM, Charles Earl <[email protected]> wrote: > >> 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 >>>> >>>> >> >>
