Search Results - subject:"Parallel computing"

Solving dynamic programming problems on a computational grid

Cai, Yongyang; Judd, Kenneth L.; Thain, Greg; Wright, … - In: Computational economics 45 (2015) 2, pp. 261-284

Persistent link: https://www.econbiz.de/10011325717

An Efficient parallel simulation method for posterior inference on paths of Markov processes

Held, Matthias - In: Essays in finance, (pp. 45-56). 2015

Persistent link: https://www.econbiz.de/10011750068

Cicular coloring of graphs via linear programming and tabu search

Barany, Mate; Tuza, Zsolt - In: Central European journal of operations research : CEJOR … 23 (2015) 4, pp. 833-848

Persistent link: https://www.econbiz.de/10011597868

On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed 0-1 problems under uncertainty

Aldasoro, Unai; Escudero, Laureano F.; Merino Sanz, Maria; … - In: Top : transactions in operations research 23 (2015) 3, pp. 703-742

Persistent link: https://www.econbiz.de/10011554647

Metropolis-Hastings prefetching algorithms

Strid, Ingvar - 2008

Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based on the idea of evaluating the posterior in parallel and ahead of time. Improved Metropolis-Hastings prefetching algorithms are presented and evaluated. It is shown how to use...

Persistent link: https://www.econbiz.de/10010281448

Metropolis-Hastings prefetching algorithms

Strid, Ingvar - Economics Institute for Research (SIR), … - 2008

parallel computing setting. Whentheproposaldensitydoesnotdependonthecurrentstatethepredictionproblem vanishes. Parallelisation … parallel computing perspective. The main focus here is on developing e� cient prefetching versions of the one-block RWMH … algorithm changes in a parallel computing environment, since statistical e� ciency is no longer the sole concern. The most …

Persistent link: https://www.econbiz.de/10005649345

PelicanHPC Tutorial

Creel, Michael - Departament d'Economia i Història Econòmica, … - 2008

computing (HPC) cluster for parallel computing using MPI. This tutorial gives a basic description of what PelicanHPC does …

Persistent link: https://www.econbiz.de/10005168496

Production and Finance in EURACE

Hoog, Sander Van Der; Deissenberg, Christophe; Dawid, … - HAL - 2008

EURACE is a major FP6 STREP project aiming at constructing anexhaustive agent-based model of the European economy, populated by avery large number of sophisticated, autonomous agents. The EURACEmodel, which has an explicit spatial structure, includes all the majormarkets considered in...

Persistent link: https://www.econbiz.de/10008794739

Discrete particle swarm optimization for constructing uniform design on irregular regions

Chen, Ray-Bing; Hsu, Yen-Wen; Hung, Ying; Wang, Weichung - In: Computational Statistics & Data Analysis 72 (2014) C, pp. 282-297

Central composite discrepancy (CCD) has been proposed to measure the uniformity of a design over irregular experimental region. However, how CCD-based optimal uniform designs can be efficiently computed remains a challenge. Focusing on this issues, we proposed a particle swarm optimization-based...

Persistent link: https://www.econbiz.de/10010730221

Multiobjective Memetic Algorithm Applied to the Optimisation of Water Distribution Systems

Barlow, Euan; Tanyimboh, Tiku - In: Water Resources Management 28 (2014) 8, pp. 2229-2242

Finding low-cost designs of water distribution systems (WDSs) which satisfy appropriate levels of network performance within a manageable time is a complex problem of increasing importance. A novel multi-objective memetic algorithm (MA) is introduced as a solution method to this type of problem....

Persistent link: https://www.econbiz.de/10010794585