Gibbs sampler in Groovy
July 25, 2011 | comments |I recently read a couple of nice articles by Darren Wilkinson about implementing MCMC in various languages. The posts are here and here. Wilkinson apparently uses, or is considering using, Python for a lot of prototyping and C for a lot of his actual MCMC runs. However, since he feels that Java is in some ways nicer than C, and almost as fast, he has been using Java some also for the final MCMC runs. I thought I'd see how Groovy performed on this task.
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Labels: Gibbs sampling, groovy, MCMC