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纠缠的Monte Carlo模拟Entangled Monte Carlo |
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| 课程网址: | http://videolectures.net/machine_jun_monte_carlo/ |
| 主讲教师: | Seong-Hwan Jun |
| 开课单位: | 不列颠哥伦比亚大学 |
| 开课时间: | 2013-06-14 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We propose a novel method for scalable parallelization of SMC algorithms, Entangled Monte Carlo simulation (EMC). EMC avoids the transmission of particles between nodes, and instead reconstructs them from the particle genealogy. In particular, we show that we can reduce the communication to the particle weights for each machine while efficiently maintaining implicit global coherence of the parallel simulation. We explain methods to efficiently maintain a genealogy of particles from which any particle can be reconstructed. We demonstrate using examples from Bayesian phylogenetic that the computational gain from parallelization using EMC significantly outweighs the cost of particle reconstruction. The timing experiments show that reconstruction of particles is indeed much more efficient as compared to transmission of particles. |
| 关 键 词: | 算法; 纠缠的蒙特卡罗模拟; 家谱的粒子; 贝叶斯系统 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-26：zyk |
| 阅读次数: | 43 |