On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods

Date: 2010

Categories:

Reference

Lee, A., Yau, C., Giles, M., Doucet, A. and Holmes, C. (2010) ‘On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods’, Journal of Computational and Graphical Statistics, 19(4), pp. 769–789. doi: 10.1198/jcgs.2010.10039.

Full text available at arxiv.org

Author

Prof. Chris Holmes

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