Distributed-Type Markov Chain Monte Carlo

A multicore processor including a plurality of processor cores, the multicore processor comprising:

• a swap proposal core configured to generate a plurality of swap proposals associated with a distributed-type Markov chain Monte Carlo procedure;
• a first chain core configured to receive one or more of the swap proposals from the swap proposal core, generate a plurality of random numbers, process a current iteration of a first chain portion of the distributed-type Markov chain Monte Carlo procedure based at least in part on the plurality of random numbers, and wait for a current iteration of a second chain portion of the distributed-type Markov chain Monte Carlo procedure associated with a second chain core to reach a corresponding iteration based at least in part on one or more of the swap proposals;
• and
• the second chain core configured to process a current iteration of the second chain portion of the distributed-type Markov chain Monte Carlo procedure,
• wherein the first chain core is further configured to continue generation of random numbers without interruption during the wait for the second chain core to reach a corresponding iteration of the distributed-type Markov chain Monte Carlo procedure.

A computing device including a plurality of processor cores, the computing device comprising:

• a multicore processor, comprising:
• a swap proposal core configured to generate a plurality of swap proposals associated with a distributed-type Markov chain Monte Carlo procedure,
• a first chain core configured to receive one or more of the swap proposals from the swap proposal core, generate a plurality of random numbers, process a current iteration of a first chain portion of the distributed-type Markov chain Monte Carlo procedure based at least in part on the plurality of random numbers, and wait for a current iteration of a second chain portion of the distributed-type Markov chain Monte Carlo procedure associated with a second chain core to reach a corresponding iteration based at least in part on one or more of the swap proposals,
• the second chain core configured to process a current iteration of the second chain portion of the distributed-type Markov chain Monte Carlo procedure, and
• wherein the first chain core is further configured to continue generation of random numbers without interruption during the wait for the second chain core to reach a corresponding iteration of the distributed-type Markov chain Monte Carlo procedure;
• a memory bus;
• and
• a system memory configured in communication with the multicore processor via the memory bus.

An article comprising:

• a signal bearing medium comprising machine-readable instructions stored thereon, which, if executed by one or more processors, operatively enable a computing device to:
• generate, via a swap proposal core, a plurality of swap proposals associated with a distributed-type Markov chain Monte Carlo procedure;
• receive, via a first chain core, one or more of the swap proposals from the swap proposal core;
• generating, via the first chain core, a plurality of random numbers;
• process, via the first chain core, a current iteration of a first chain portion of the distributed-type Markov chain Monte Carlo procedure based at least in part on the plurality of random numbers;
• wait, via the first chain core, for a current iteration of a second chain portion of the distributed-type Markov chain Monte Carlo procedure associated with a second chain core to reach a corresponding iteration based at least in part on one or more of the swap proposals;
• and
• wherein the generation of random numbers, via the first chain core, proceeds without interruption during the waiting, via the first chain core, for the second chain core to reach a corresponding iteration of the distributed-type Markov chain Monte Carlo procedure, and
• wherein the generation of swap proposals, via the swap proposal core, proceeds without interruption during the waiting, via the first chain core, for the second chain core to reach a corresponding iteration of the distributed-type Markov chain Monte Carlo procedure.