micmac
Micmac is mainly a library of graph search algorithms such as alpha-beta, UCT and beam search, but it also has some MCMC and other slightly unrelated stuff.
$ area51 add micmacCopyUsage
;; area51 add updates your .asd automatically.
;; Use the package in your code:
(in-package :my-project)
(micmac:some-function ...)