Slow parallell estimation

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Slow parallell estimation

Postby erlingnb » Thu Jun 15, 2017 11:36 am

Hi guys
I'm trying to estimate a large-scale model with about 70 parameters and 26 shocks. I use Dynare parallel estimation (the PsTools toolbox) with 8 chains (mh_nblocks=8) on a server with 8 cores. It works, but it seems like it is slower than doing consecutive chains on the same server. Anyone faced a similar problem? Any ideas to speed up the process? Ideas welcome! :roll:
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Re: Slow parallell estimation

Postby jpfeifer » Fri Jun 16, 2017 8:49 am

Have you tried monitoring the system resources? Running 8 chains when you only have 8 cores may not leave enough processing power for the common overhead.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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