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Brockwell, 2006 - Google Patents

Parallel Markov chain Monte Carlo simulation by pre-fetching

Brockwell, 2006

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Document ID
2413337635909968774
Author
Brockwell A
Publication year
Publication venue
Journal of Computational and Graphical Statistics

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Snippet

In recent years, parallel processing has become widely available to researchers. It can be applied in an obvious way in the context of Monte Carlo simulation, but techniques for “parallelizing” Markov chain Monte Carlo (MCMC) algorithms are not so obvious, apart from …
Continue reading at www.stat.cmu.edu (PDF) (other versions)

Classifications

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    • G06F9/06—Arrangements for programme control, e.g. control unit using stored programme, i.e. using internal store of processing equipment to receive and retain programme
    • G06F9/46—Multiprogramming arrangements
    • G06F9/50—Allocation of resources, e.g. of the central processing unit [CPU]
    • G06F9/5061—Partitioning or combining of resources
    • G06F9/5066—Algorithms for mapping a plurality of inter-dependent sub-tasks onto a plurality of physical CPUs
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F8/00—Arrangements for software engineering
    • G06F8/40—Transformations of program code
    • G06F8/41—Compilation
    • G06F8/45—Exploiting coarse grain parallelism in compilation, i.e. parallelism between groups of instructions
    • G06F8/451—Code distribution
    • G06F8/452—Loops
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    • G06F17/11—Complex mathematical operations for solving equations, e.g. nonlinear equations, general mathematical optimization problems
    • G—PHYSICS
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    • G06F9/4843—Task transfer initiation or dispatching by program, e.g. task dispatcher, supervisor, operating system
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    • G06F8/456—Parallelism detection
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
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