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