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Re: MCMC in Mathematica

  • To: mathgroup at
  • Subject: [mg96027] Re: MCMC in Mathematica
  • From: Jens-Peer Kuska <kuska at>
  • Date: Sun, 1 Feb 2009 04:43:50 -0500 (EST)
  • References: <gm0q4e$rmq$>


if you mean with MCMC the
you should use Mathematica, if you mean
"Markov chain Monte Carlo" you should use C++ because
Mathematica is to valuable for the daily work and a
simulation written in Mathematica blocks one Mathematica


Ramiro wrote:
> Hello,
> I use Mathematica a lot and now I would like to do MCMC to work on
> some of my problems.  Is this something that people with experience
> would recommend?  Or should I move to a different programming language
> such as C++ or R?  I have done a little samples of MCMC on mathematica
> and it does not take much code to get it running, but I am wondering
> if I would be better off in the long-run to work on something that
> would be faster.
> Thank you,
> Ramiro

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