Introduction Parallel tempering is a method for getting Metropolis-Hastings based MCMC algorithms to work better on multi-modal distributions. Although the idea has been around for more than 20 years, and works well on many problems, it still isn’t routinely used in applications. I think this is partly because relatively few people understand how it works, […]
Introduction Parallel tempering is a method for getting Metropolis-Hastings based MCMC algorithms to work better on multi-modal distributions. Although the idea has been around for more than 20 years, and works well on many problems, it still isn’t routinely used in applications. I think this is partly because relatively few people understand how it works, […]
Many of the posts in this blog have been concerned with using MCMC based methods for Bayesian inference. These methods are typically “exact” in the sense that they have the exact posterior distribution of interest as their target equilibrium distribution, but are obviously “approximate”, in that for any finite amount of computing time, we can […]
Many of the posts in this blog have been concerned with using MCMC based methods for Bayesian inference. These methods are typically “exact” in the sense that they have the exact posterior distribution of interest as their target equilibrium distribution, but are obviously “approximate”, in that for any finite amount of computing time, we can […]
Well I bought a new computer a month back (i7 8GB memory). Finally more than one core and a chance to try parallelization. I saw this blog post a while back and was intrigued and was further intriqued when I … Continue reading →
I’ve recently taken delivery of a Raspberry Pi mini computer. For anyone who doesn’t know, this is a low cost, low power machine, costing around 20 GBP (25 USD) and consuming around 2.5 Watts of power (it is powered by micro-USB). This amazing little device can run linux very adequately, and so naturally I’ve been […]
A while ago I wanted to run a quantitative genetic analysis where the performance of genotypes in each site was considered as a different trait. If you think about it, with 70 sites and thousands of genotypes one is trying … Continue reading →
The foreach package for R is excellent, and allows for code to easily be run in parallel. One problem with foreach is that it creates new RScript instances for each iteration of the loop, which prevents status messages from being logged to the console...
Modifying R code to run in parallel can lead to huge performance gains. Although a significant amount of code can easily be run in parallel, there are some learning techniques, such as the Support Vector Machine, that cannot be easily parallelized. H...
Modifying R code to run in parallel can lead to huge performance gains. Although a significant amount of code can easily be run in parallel, there are some learning techniques, such as the Support Vector Machine, that cannot be easily parallelized. Ho...
