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 * Campillo,Rossi (2006),«Parallel and interacting MCMC Method», WP INRIA attachment:Parallel&interactingMCMC_Campillo&Rossi.pdf  * Campillo,Rossi (2006),«Parallel and interacting MCMC Method», WP INRIA
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[ParallelMonteCarloMarkovChainPapers Access to papers] (restricted) [:ParallelMonteCarloMarkovChainPapers: Access to papers] (restricted)

The Parallelism of MC Simulations

Here are some papers which propose methods based on the idea to run many MC calculations in parallel.

Files

  • Esselink,Loyens,Smit(1995), «Parallel Monte Carlo Simulations», Physical Review E
  • Ren,orkoulas (2007),«Parallel Monte Carlo Simulations», The Journal of Chemical physics
  • Brockwell (2006),«Parallel Monte Carlo Simulations by Pre-Fletching», Journal of Computational and Graphical Statistics
  • Rosenthal (2000),«Parallel Computing and Monte Carlo Algorithms», Far East Journal of Theoretical Statistics
  • Campillo,Rossi (2006),«Parallel and interacting MCMC Method», WP INRIA
  • Harkness,Green (2000),«Parallel Chains, Delayed Rejection and Reversible Jump MCMC for Object Recognition»

[:ParallelMonteCarloMarkovChainPapers: Access to papers] (restricted)

DynareWiki: ParallelMonteCarloMarkovChain (last edited 2009-03-25 17:12:11 by localhost)