independent Metropolis-Hastings algorithm

Parallel computation [revised]

March 14, 2011 | xi'an

We have now completed our revision of the parallel computation paper and hope to send it to JCGS within a few days. As seen on the arXiv version, and given the very positive reviews we received, the changes are minor, mostly focusing on the explanation of the principle and on ...
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Parallel computation [permutations]

February 19, 2011 | xi'an

François Perron is visiting me for two months from Montréal and, following a discussion about the parallel implementation of MCMC algorithms—to which he also contributed with Yves Atchadé in 2005—, he remarked that a deterministic choice of permutations with the maximal contrast should do better than random or ... [Read more...]

Parallel computation [back]

February 12, 2011 | xi'an

We have now received reports back from JCGS for our parallel MCMC paper and they all are very nice and supportive! The reviewers essentially all like the Rao-Blackwellisation concept we developed in the paper and ask for additions towards a more concrete feeling for the practical consequences of the method. ...
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