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arXiv research

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1 result for “HMC-NUTS”

Efficiently Vectorized MCMC on Modern Acceleratorscs.MS

This work optimizes MCMC algorithms for modern accelerators without synchronization overheads.

problem Synchronization overheads in vectorized MCMC algorithms.

method Designing single-chain MCMC algorithms as finite state machines (FSMs) to avoid synchronization.

result Achieves up to an order of magnitude speed-up in experiments.

MCMC Finite State Machines Vectorization Elliptical Slice Sampling HMC-NUTS

2025-03-20abs ↗pdf ↗