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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

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)