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