MATDRAM: Delayed-Rejection Adaptive Metropolis MCMC

Version 2.2.3 (4.77 MB) by CDSLAB
MatDRAM is a pure-MATLAB Adaptive Markov Chain Monte Carlo simulation and visualization library.
424 Downloads
Updated 12 Jul 2021

Download the latest prebuilt READY-TO-USE ParaMonte::MatDRAM library from the GitHub release page:

https://github.com/cdslaborg/paramonte/releases/latest/download/libparamonte_matdram.zip

For an illustration of the many powerful features of the library as well as serial and parallel example simulations see:

https://www.cdslab.org/paramonte/notes/examples/matlab/mlx/sampling_multivariate_normal_distribution_via_paradram.html

For more examples, see:

https://www.cdslab.org/paramonte/notes/examples/matlab/mlx/

Interested in receiving updates? Star and watch the GitHub repository of the library on GitHub:

https://github.com/cdslaborg/paramonte

If you find this package useful for your work, please rate it here and cite the ParaMonte library as described here:

https://www.cdslab.org/paramonte/notes/overview/preface/#how-to-acknowledge-the-use-of-the-paramonte-library-in-your-work

MatDRAM is a pure-MATLAB Monte Carlo simulation and visualization library for serial Markov Chain Monte Carlo simulations. MatDRAM contains a comprehensive implementation of the Delayed-Rejection Adaptive Metropolis-Hastings Markov Chain Monte Carlo (DRAM) sampler in the MATLAB environment.

For high-performance parallel simulations, visit the ParaMonte library's page on FileExchange:

https://www.mathworks.com/matlabcentral/fileexchange/78946-paramonte

or on GitHub:

https://github.com/cdslaborg/paramonte

MatDRAM is part of the ParaMonte library. ParaMonte is a serial/parallel library of Monte Carlo simulation routines for stochastic optimization, sampling, and integration of mathematical objective functions of arbitrary-dimensions, in particular, the posterior probability distributions of Bayesian regression models in data science, Machine Learning, and scientific inference, with the design goal of unifying the automation (of Monte Carlo simulations), user-friendliness (of the library), accessibility (from multiple programming environments), high-performance (at runtime), and scalability (across many parallel processors).

The ParaMonte library has been designed to be blazing-fast while maintaining a high level of flexibility and user-friendliness.

The ParaMonte library is currently readily accessible from Python, MATLAB, Fortran, C++/C programming languages. For more information on the installation, usage, and examples, visit:

https://www.cdslab.org/paramonte

MATLAB Release Compatibility:

This software has been only tested with MATLAB R2019a and above. However, it should be compatible with MATLAB >=R2016b. If you find incompatibilities with any of the MATLAB releases newer than R2016a, please let us know by opening an issue on the GitHub issues page:

https://github.com/cdslaborg/paramonte/issues

This software is ready to use on all platforms: Windows/Linux/macOS.

If you wish to contribute to the development of the package, please fork the project on GitHub,

https://github.com/cdslaborg/paramonte

If you find any bugs or issues, please let us also know at:

https://github.com/cdslaborg/paramonte/issues

Cite As

See this page: https://www.cdslab.org/paramonte/notes/overview/preface/#how-to-acknowledge-the-use-of-the-paramonte-library-in-your-work

MATLAB Release Compatibility
Created with R2019a
Compatible with R2016b and later releases
Platform Compatibility
Windows macOS Linux

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example

example/himmelblau/MATLAB

example/mvn/MATLAB

src/interface/MATLAB/paramonte/auxil/classes

src/interface/MATLAB/paramonte/auxil/functions

src/interface/MATLAB/paramonte/interface

src/interface/MATLAB/paramonte/interface/@ParaDRAM

src/interface/MATLAB/paramonte/interface/@ParaMonteSampler

src/interface/MATLAB/paramonte/interface/@paramonte

src/interface/MATLAB/paramonte/kernel

src/interface/MATLAB/paramonte/kernel/@ParaDRAM_class

src/interface/MATLAB/paramonte/stats

src/interface/MATLAB/paramonte/vis

src/interface/MATLAB/paramonte/vis/cold

src/interface/MATLAB/paramonte/vis/colornames

src/interface/MATLAB/paramonte/vis/export_fig

src/interface/MATLAB/test

src/kernel/tests/input

Version Published Release Notes
2.2.3

The project is now linked to GitHub.

2.2.2

license update

2.2.1

minor enhancements

2.2.0

description update.

2.1.0

1.5.2

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/v1.5.2

1.5.1

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/v1.5.1

1.5.0

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/v1.5.0

1.4.1

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/v1.4.1

1.4.0

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/v1.4.0

1.3.0

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/v1.3.0

1.2.0

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/v1.2.0

1.1.0

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/1.1.0

1.0.0.0

See release notes for this release on GitHub: https://github.com/cdslaborg/paramonte/releases/tag/1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.