MathGroup Archive 2002

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MCMC

  • To: mathgroup at smc.vnet.net
  • Subject: [mg37477] MCMC
  • From: Amit <akgandhi at uchicago.edu>
  • Date: Fri, 1 Nov 2002 01:42:47 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

has anyone coded a Markov Chain Monte Carlo routine in Mathematica..., 
I am wondering to what degree Compiling the program in Mathematica
with the compile function will compare to the speed you get from C?

Amit



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