On the Utility of Graphics Cards to Perform Massively Parallel Simulation of Advanced Monte Carlo Methods

We present a case study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel computational devices that can be housed in conventional desktop and la...

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Bibliographic Details
Published in:	Journal of computational and graphical statistics Vol. 19; no. 4; pp. 769 - 789
Main Authors:	Lee, Anthony, Yau, Christopher, Giles, Michael B., Doucet, Arnaud, Holmes, Christopher C.
Format:	Journal Article
Language:	English
Published:	United States Taylor & Francis 01.12.2010 JCGS Management Committee of the American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America Taylor & Francis Ltd
Subjects:	Algorithms Architecture Arithmetic Computer memory General purpose computation on graphics processing units Many-core architecture Markov analysis Markov chains Microprocessors Monte Carlo methods Monte Carlo simulation Outliers and Influential Cases Parallel computing Parallel processing Population-based Markov chain Monte Carlo Sampling distributions Sampling methods Simulation Stochastic models Stochastic simulation Studies
ISSN:	1061-8600, 1537-2715
Online Access:	Get full text
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