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gwr
gwr
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Szabolcs
Szabolcs
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Does anyone know if there are any plans to develop an MCMC capability in Mathematica?

My reasoning for asking is that as it stands, I can't seem to find any 'out-of-the-box' functions/capabilities for doing computational Bayesian statistics. For the simple case, coding an MCMC algorithm is easy, but for hierarchical models, this is more complex, and others have implemented various efficient algorithms in BUGS, STAN or JAGS.

It seems like it would be a good addition to future versions of the software, and was just wondering whether anyone knew whether this is being considered.

Best,

Ben

Does anyone know if there are any plans to develop an MCMC capability in Mathematica?

My reasoning for asking is that as it stands, I can't seem to find any 'out-of-the-box' functions/capabilities for doing computational Bayesian statistics. For the simple case, coding an MCMC algorithm is easy, but for hierarchical models, this is more complex, and others have implemented various efficient algorithms in BUGS, STAN or JAGS.

It seems like it would be a good addition to future versions of the software, and was just wondering whether anyone knew whether this is being considered.

Best,

Ben

Does anyone know if there are any plans to develop an MCMC capability in Mathematica?

My reasoning for asking is that as it stands, I can't seem to find any 'out-of-the-box' functions/capabilities for doing computational Bayesian statistics. For the simple case, coding an MCMC algorithm is easy, but for hierarchical models, this is more complex, and others have implemented various efficient algorithms in BUGS, STAN or JAGS.

It seems like it would be a good addition to future versions of the software, and was just wondering whether anyone knew whether this is being considered.

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ben18785
ben18785
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Computational Bayesian analysis in Mathematica: Any plans to develop MCMC?

Does anyone know if there are any plans to develop an MCMC capability in Mathematica?

My reasoning for asking is that as it stands, I can't seem to find any 'out-of-the-box' functions/capabilities for doing computational Bayesian statistics. For the simple case, coding an MCMC algorithm is easy, but for hierarchical models, this is more complex, and others have implemented various efficient algorithms in BUGS, STAN or JAGS.

It seems like it would be a good addition to future versions of the software, and was just wondering whether anyone knew whether this is being considered.

Best,

Ben