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Parallel MCMC On GPU

This project compares the performance of MCMC on a single threaded CPU, and a multicore, multithreaded GPU (using CUDA).

Sequential

Dependencies

  • gcc 5.4.0 or newer

How to compile

cd ./sequential
g++ -std=c++11 gibbs_metropolis.cpp -o gibbs_metropolis
Run

Small Example `` ./gibbs_metropolis smallData.txt

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