lundi 9 août 2021

Looking for GPU support on Markov-chain Monte-Carlo (MCMC) codes

I am looking for MCMC codes with a GPU suport (like NVIDIA or OpenCL libraries) to make run chains like with the code CosmoMC or the same kind of codes which generates samples and from which we can estimate cosmological parameters given a model (LCDM or another one).

I know there is a plenty of codes that does MCMC but which ones could allow to exploit GPU power with MCMC ?

In particular, there is an interesting presentation on this link - GPU support for MCMC

Any informations are welcome.




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