Strid, Ingvar - Economics Institute for Research (SIR), … - 2008
Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based …-Hastings prefetching algorithms are presented and evaluated. It is shown how to use available information to make better predictions of the … future states of the chain and increase the efficiency of prefetching considerably. The optimal acceptance rate for the …