Parallel Markov Chain Monte Carlo
Byrd, Jonathan Michael Robert (2010) Parallel Markov Chain Monte Carlo. PhD thesis, University of Warwick.
WRAP_THESIS_Byrd_2010.pdf - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Official URL: http://webcat.warwick.ac.uk/record=b2338327~S15
The increasing availability of multi-core and multi-processor architectures provides new opportunities for improving the performance of many computer simulations. Markov Chain Monte Carlo (MCMC) simulations are widely used for approximate counting problems, Bayesian inference and as a means for estimating very highdimensional integrals. As such MCMC has found a wide variety of applications in fields including computational biology and physics,financial econometrics, machine learning and image processing. This thesis presents a number of new method for reducing the runtime of Markov Chain Monte Carlo simulations by using SMP machines and/or clusters. Two of the methods speculatively perform iterations in parallel, reducing the runtime of MCMC programs whilst producing statistically identical results to conventional sequential implementations. The other methods apply only to problem domains that can be presented as an image, and involve using various means of dividing the image into subimages that can be proceed with some degree of independence. Where possible the thesis includes a theoretical analysis of the reduction in runtime that may be achieved using our technique under perfect conditions, and in all cases the methods are tested and compared on selection of multi-core and multi-processor architectures. A framework is provided to allow easy construction of MCMC application that implement these parallelisation methods.
|Item Type:||Thesis or Dissertation (PhD)|
|Subjects:||Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software|
|Library of Congress Subject Headings (LCSH):||Markov processes -- Computer programs, Monte Carlo method -- Computer programs, Multiprocessors, Parallel processing (Electronic computers), Image processing -- Computer programs|
|Institution:||University of Warwick|
|Theses Department:||Department of Computer Science|
|Sponsors:||University of Warwick. Dept. of Computer Science|
|Extent:||xvii, 191 leaves : ill., charts|
Actions (login required)