Parallel computing and Monte Carlo algorithms
| Author(s) : | Jeffrey S. Rosenthal, |
| Publisher : | N/A |
| Publication Date : | 1999 |
| ISSN : | N/A |
| Abstract : | Abstract. We argue that Monte Carlo algorithms are ideally suited to parallel computing, and that ?parallel Monte Carlo ? should be more widely used. We consider a number of issues that arise, including dealing with slow or unreliable computers. We also discuss the possibilities of parallel Markov chain Monte Carlo. We illustrate our results with actual computer experiments., |