What is the best programming language for Monte Carlo simulations?

Question

Balancing performance, expressability, maintainability.Is there any specific programming language which is naturally suited for this task?I&rsquo;m comfortable with C++, Python, and Octave. Passable Common Lisp and Rust.

d--b · Accepted Answer

Julia seems to be a good fit. It&rsquo;s python like, but a lot faster and cleaner.

iab · Answer

First-class support for parallelism as a prerequisite for performance. Seems to exclude python, but pymc is great.

n3t · Answer

Slightly off-topic but ProbLog[0] might interest you.[0]: https://dtai.cs.kuleuven.be/problog/

Bostonian · Answer

You mentioned Octave. Modern Fortran can be considered the compiled version of it, and many Monte Carlo calculations have been done in Fortran.

What is the best programming language for Monte Carlo simulations?

Balancing performance, expressability, maintainability.
Is there any specific programming language which is naturally suited for this task?
I’m comfortable with C++, Python, and Octave. Passable Common Lisp and Rust.

Julia seems to be a good fit. It’s python like, but a lot faster and cleaner.

First-class support for parallelism as a prerequisite for performance. Seems to exclude python, but pymc is great.

Slightly off-topic but ProbLog[0] might interest you.
[0]: https://dtai.cs.kuleuven.be/problog/

You mentioned Octave. Modern Fortran can be considered the compiled version of it, and many Monte Carlo calculations have been done in Fortran.