Parallel Speed-Up of Monte Carlo Methods for Global Optimization

Parallel Speed-Up of Monte Carlo Methods for Global Optimization

Introduction In this article we will be concerned with the optimization of a scalar-valued function u = f(x), x ∈ D, defined on some set D. Often D is a subset of n-dimensional Euclidean space R. Further we impose the condition that D be a finite set although we do not restrict the size of its cardinality. Thus D might be the set of all n-tuples of computer floating point numbers. In this way o...

Parallel Monte Carlo Methods

This paper is the key paper in my Survey-based term project. The author argues that Monte Carlo algorithms are ideally suited to parallel computing, and that “parallel Monte Carlo” should be more widely used. Therefore I consider many of issues can be raised by use Parallel Monte Carlo method. And from this paper I also can discuss the possibilities of parallel Markov chain Monte Carlo which is...

Parallel Monte Carlo Methods for Physical . . .

Table 1: An example of clone-probe hybridization data in the absence of errors Reconstructing a physical map of a chromosome from a genomic library presents a central computational problem in genetics. Physical map reconstruction in the presence of errors is a problem of high computational complexity. Parallel Monte Carlo methods for a maximum likelihood estimation-based approach to physical ma...

Gaussian Processes to Speed up Hybrid Monte Carlo for . . .

Massively parallel Multilevel Monte Carlo methods