ParaMonte: A high-performance serial/parallel Monte Carlo simulation library for C, C++, Fortran

29 Sep 2020  ·  Amir Shahmoradi, Fatemeh Bagheri ·

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).

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