Abstract Details
Activity Number:
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463
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Type:
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Invited
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Date/Time:
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Wednesday, August 12, 2015 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Bayesian Statistical Science
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Abstract #314442
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Title:
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Parallelization of MCMC Algorithms
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Author(s):
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Natesh Pillai* and Guillaume Basse and Aaron Smith and Ben Calderhead
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Companies:
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Harvard University and Harvard University and University of Waterloo and Imperial College London
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Keywords:
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MCMC algorithms ;
Parallelization ;
Gibbs Sampler
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Abstract:
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We present two new approaches for implementing parallel versions of Markov chain Monte Carlo algorithms. The first one uses ideas from spectral clustering. Our second approach is tailored to Gibbs samplers. We show that by "metropolising" any standard Gibbs sampler, we can parallelize the algorithm without a significant overhead cost.
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Authors who are presenting talks have a * after their name.
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