ParaMonte: A Cross-Language Parallel Monte Carlo and Machine Learning Library

We present the ParaMonte software, a suite of parallel Monte Carlo optimization, sampling, integration, and Machine Learning algorithms for probabilistic and scientific inference. Born out of Data-Driven research needs in Physics, the library's primary goal is to streamline and automate scientific inference via a language-agnostic platform-agnostic environment while emphasizing and ensuring high performance, parallelism, and scalability.