MultiBUGS: A Parallel Implementation of the BUGS Modelling Framework for Faster Bayesian Inference.

ABSTRACT: MultiBUGS is a new version of the general-purpose Bayesian modelling software BUGS that implements a generic algorithm for parallelising Markov chain Monte Carlo (MCMC) algorithms to speed up posterior inference of Bayesian models. The algorithm parallelises evaluation of the product-form likelihoods formed when a parameter has many children in the directed acyclic graph (DAG) representation; and parallelises sampling of conditionally-independent sets of parameters. A heuristic algorithm is used to decide which approach to use for each parameter and to apportion computation across computational cores. This enables MultiBUGS to automatically parallelise the broad range of statistical models that can be fitted using BUGS-language software, making the dramatic speed-ups of modern multi-core c

SUBMITTER: Goudie RJB 

PROVIDER: S-EPMC7116196 | biostudies-literature | 2020 Oct

REPOSITORIES: biostudies-literature