A parallel implementation of MCMC
نویسنده
چکیده
We implement a parallel MCMC method based on the ensemble samplers proposed by Jonathan Goodman and Jonathan Weare [1]. The new algorithm has several advantages over standard MCMC method. We made some numerical experiments and test the efficiency and strong/weak scalability of the parallel method. The parallel algorithm we implement is based on the MCMC hammer [2]. 0.
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