Parallel Implementation of Particle MCMC Methods on a GPU*

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Parallel Implementation of Particle MCMC Methods on a GPU

This paper examines the problem of estimating the parameters describing system models of quite general nonlinear and multi-variable form. The approach is a computational one in which quantities that are intractable to evaluate exactly are approximated by sample averages from randomized algorithms. The main contribution is to illustrate the viability and utility of this approach by examining how...

متن کامل

Fast, parallel implementation of particle filtering on the GPU architecture

In this paper, we introduce a modified cellular particle filter (CPF) which we mapped on a graphics processing unit (GPU) architecture. We developed this filter adaptation using a state-of-the art CPF technique. Mapping this filter realization on a highly parallel architecture entailed a shift in the logical representation of the particles. In this process, the original two-dimensional organiza...

متن کامل

A parallel implementation of MCMC

We implement a parallel MCMC method based on the ensemble samplers proposed by Jonathan Goodman and Jonathan Weare [1]. The new algorithm has several advantages over standard MCMC method. We made some numerical experiments and test the efficiency and strong/weak scalability of the parallel method. The parallel algorithm we implement is based on the MCMC hammer [2]. 0.

متن کامل

A parallel Bees Algorithm implementation on GPU

Bees Algorithm is a population-based method that is a computational bound algorithm whose inspired by the natural behavior of honey bees to finds a near-optimal solution for the search problem. Recently, many parallel swarm based algorithms have been developed for running on GPU (Graphic Processing Unit). Since nowadays developing a parallel Bee Algorithm running on the GPU becomes very importa...

متن کامل

Implementation of a parallel tree method on a GPU

The kd-tree is a fundamental tool in computer science. Among other applications, the application of kd-tree search (by the tree method) to the fast evaluation of particle interactions and neighbor search is highly important, since the computational complexity of these problems is reduced from O(N2) for a brute force method to O(N log N) for the tree method, where N is the number of particles. I...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IFAC Proceedings Volumes

سال: 2012

ISSN: 1474-6670

DOI: 10.3182/20120711-3-be-2027.00296