Parallelized Adaptive Rejection Metropolis Sampling on the Utility of Graphics Cards

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：zkhe

【摘要】

：

Adaptive rejection Metropolis sampling(ARMS)is one of the popular tools for solving many modern-day statistical,optimization and computational problems.

【作者】

：

Yuefeng Wu

【机构】

：

University of Missouri Saint Louis,63105,USA

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

parallel computing GPU computing Markov chain Monte Carlo (MCMC) Adaptive reject

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　　Adaptive rejection Metropolis sampling(ARMS)is one of the popular tools for solving many modern-day statistical,optimization and computational problems.

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Parallelized Adaptive Rejection Metropolis Sampling on the Utility of Graphics Cards

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