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From Charles Earl <>
Subject Re: Monte Carlo toolkits in Mahout?
Date Thu, 27 Oct 2011 14:03:06 GMT
Hi Ted,
This is mostly for particle event simulation, I'll give the FOAM toolkit as an example
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.

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 <> 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

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