论文标题
Paramonte:C,C ++,Fortran的高性能串行/平行蒙特卡洛模拟库
ParaMonte: A high-performance serial/parallel Monte Carlo simulation library for C, C++, Fortran
论文作者
论文摘要
Paramonte(代表平行的蒙特卡洛)是一个串行和MPI/CoArray平行的Monte Carlo常规库,用于对任意维度的数学目标函数进行采样,尤其是数据科学,机器学习和科学推论中贝叶斯模型的后验分布。 Paramonte库的设计目标是统一**自动化**,**可访问性**,**高性能**,**可伸缩性**,以及**蒙特卡洛模拟的可重复性**。 The current implementation of the library includes **ParaDRAM**, a **Para**llel **D**elyaed-**R**ejection **A**daptive **M**etropolis Markov Chain Monte Carlo sampler, accessible from a wide range of programming languages including C, C++, Fortran, with a unified Application Programming Interface and simulation environment across all supported programming languages. Paramonte库是MIT许可的,并在[https://github.com/cdslaborg/paramonte](https://github.com/cdslaborg/paramonte上永久保存和维护。
ParaMonte (standing for Parallel Monte Carlo) is a serial and MPI/Coarray-parallelized library of Monte Carlo routines for sampling mathematical objective functions of arbitrary-dimensions, in particular, the posterior distributions of Bayesian models in data science, Machine Learning, and scientific inference. The ParaMonte library has been developed with the design goal of unifying the **automation**, **accessibility**, **high-performance**, **scalability**, and **reproducibility** of Monte Carlo simulations. The current implementation of the library includes **ParaDRAM**, a **Para**llel **D**elyaed-**R**ejection **A**daptive **M**etropolis Markov Chain Monte Carlo sampler, accessible from a wide range of programming languages including C, C++, Fortran, with a unified Application Programming Interface and simulation environment across all supported programming languages. The ParaMonte library is MIT-licensed and is permanently located and maintained at [https://github.com/cdslaborg/paramonte](https://github.com/cdslaborg/paramonte).