Draft:ParaMonte

ParaMonte (standing for Parallel  Monte Carlo) is an  open-source, permissively-licensed (e.g.,  MIT License), serial and  MPI / OpenMP /  Coarray-parallelized library of  Monte Carlo and  Machine Learning algorithms for  mathematical optimization,  statistical sampling (e.g.,  Markov Chain Monte Carlo (MCMC)), and deterministic and stochastic  numerical integration of  mathematical density functions of arbitrary dimensions, in particular, the  posterior distributions of  Bayesian models in  data science,  machine learning, and scientific inference. The library is written in a mixture of programming languages, primarily consisting of  modern Fortran,  C,  C++, MATLAB,  Python.

The ParaMonte Fortran library contains nearly 1 million lines of fully generic multi-precision interfaces and routines for various  Monte Carlo  integration and  machine learning tasks (e.g.,  cluster analysis ) written in  Fortran-2008. The Fortran version of the library also contains fully modernized, generic, multi-precision implementations and significant extensions of the FFTPACK for  Fast Fourier Transform and QUADPACK for  integration using  Adaptive Quadrature methods.

The MATLAB and Python versions of the library are available through MathWorks MATLAB Central FileExchange and  Python Package Index, respectively. The library is released with many examples and usage instructions for different programming languages and is fully documented for all supported programming languages (e.g.,  C,  C++ , Fortran , MATLAB ).