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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - Tinbergen Instituut - 2013
presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013) where a constructive … and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab parallel computing … the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore CPU. We show the …
Persistent link: https://www.econbiz.de/10011257352
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Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - Norges Bank - 2014
This paper presents the MATLAB package DeCo (density combination) which is based on the paper by Billio, Casarin … use the MATLAB parallel computing toolbox and show how to use general purpose GPU computing almost effortlessly. This GPU … implementation provides a speed up of the execution time of up to seventy times on a standard CPU MATLAB implementation on a …
Persistent link: https://www.econbiz.de/10010800724
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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - School of Economics and Management, University of Aarhus - 2013
This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …
Persistent link: https://www.econbiz.de/10010851235
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Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - Dipartimento di Economia, Università Ca' Foscari Venezia - 2013
This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …
Persistent link: https://www.econbiz.de/10010641413
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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …
Persistent link: https://www.econbiz.de/10010326164
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Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2014
This paper presents the MATLAB package DeCo (density combination) which is based on the paper by Billio, Casarin … use the MATLAB parallel computing toolbox and show how to use general purpose GPU computing almost effortlessly. This GPU … implementation provides a speed up of the execution time of up to seventy times on a standard CPU MATLAB implementation on a …
Persistent link: https://www.econbiz.de/10012143849
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Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009756320
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The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2015
This paper presents the R-package <B>MitISEM</B> (mixture of <I>t</I> by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel -- typically a posterior density kernel -- using an adaptive mixture...</i></b>
Persistent link: https://www.econbiz.de/10011288392
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The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - Tinbergen Instituut - 2015
This paper presents the R-package <B>MitISEM</B> (mixture of <I>t</I> by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel -- typically a posterior density kernel -- using an adaptive mixture...</i></b>
Persistent link: https://www.econbiz.de/10011272589
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The R-package MitISEM : efficient and robust simulation procedures for Bayesian inference
Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2015
This paper presents the R-package MitISEM (mixture of t by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel -- typically a posterior density kernel -- using an adaptive mixture...
Persistent link: https://www.econbiz.de/10010504035