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Speculative moves : multithreading Markov Chain Monte Carlo programs
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Byrd, Jonathan M. R., Jarvis, Stephen A. and Bhalerao, Abhir (2008) Speculative moves : multithreading Markov Chain Monte Carlo programs. In: High-Performance Medical Image Computing and Computer Aided Intervention, New York, USA, 10 Sep 2008 (Unpublished)
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Official URL: http://www.cse.buffalo.edu/hpmiccai/program.html
Abstract
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 high-dimensional integrals. As such MCMC has found a wide variety of applications in biology and biomedical analysis.
This paper presents a new method for reducing the runtime of Markov Chain Monte Carlo simulations by using SMP machines to speculatively perform iterations in parallel, reducing the runtime of MCMC programs whilst producing statistically identical results to conventional sequential implementations. We calculate the theoretical reduction in runtime that may be achieved using our technique under perfect conditions, and test and compare the method on a selection of multi-core and multi-processor architectures. Experiments are presented that show reductions in runtime of 35% using two cores and 55% using four cores.
Item Type: | Conference Item (Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Computer Science | ||||
Library of Congress Subject Headings (LCSH): | Markov processes -- Computer programs, Monte Carlo method -- Computer programs, Parallel processing (Electronic computers) | ||||
Official Date: | 2008 | ||||
Dates: |
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Status: | Peer Reviewed | ||||
Publication Status: | Unpublished | ||||
Date of first compliant deposit: | 28 July 2016 | ||||
Date of first compliant Open Access: | 28 July 2016 | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | High-Performance Medical Image Computing and Computer Aided Intervention | ||||
Type of Event: | Workshop | ||||
Location of Event: | New York, USA | ||||
Date(s) of Event: | 10 Sep 2008 | ||||
Related URLs: |
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