Parallel statistical computing for statistical inference
From MaRDI portal
Publication:2320788
DOI10.1080/15598608.2012.695705zbMath1425.62060OpenAlexW2048660211MaRDI QIDQ2320788
Publication date: 27 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2012.695705
Density estimation (62G07) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items
A scalable quasi-Newton estimation algorithm for dynamic generalised linear models ⋮ Schwarz Method for Financial Engineering ⋮ Covariance matrix and transfer function of dynamic generalized linear models ⋮ Parallel computing in linear mixed models ⋮ Parallel maximum likelihood estimator for multiple linear regression models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fast Sampling of Gaussian Markov Random Fields
- Schwarz methods for quasi stationary distributions of Markov chains
- Graphics processing units and high-dimensional optimization
- Multi-core CPUs, clusters, and grid computing: A tutorial
- Parallel exact sampling and evaluation of Gaussian Markov random fields
- User-friendly parallel computations with econometric examples
- A parallel solver for large-scale Markov chains
- Algebraic Schwarz methods for the numerical solution of Markov chains
- Parallel distributed kernel estimation
- Inference from iterative simulation using multiple sequences
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Parallel multivariate slice sampling
- A parallel solver for generalised additive models
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach
- Parallel computation of high-dimensional robust correlation and covariance matrices
- Convergence properties of some block Krylov subspace methods for multiple linear systems
- On Weak Predictor–Corrector Schemes for Jump-Diffusion Processes in Finance
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Parallel Solution of Stochastic PDEs
- Learn From Thy Neighbor: Parallel-Chain and Regional Adaptive MCMC
- Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
- Schwarz Methods for Quasi-Likelihood in Generalized Linear Models
- Schwarz Method for Penalized Quasi-Likelihood in Generalized Additive Models
- A Parallel Nonlinear Least-Squares Solver: Theoretical Analysis and Numerical Results
- THE ARITHMETIC MEAN METHOD FOR FINDING THE STATIONARY VECTOR OF MARKOV CHAINS
- A parallel multisplitting solution of the least squares problem
- Parallel Processing and Applied Mathematics
- Newton additive and multiplicative Schwarz iterative methods
- Additive Schwarz Iterations for Markov Chains
- Some Computer Organizations and Their Effectiveness
- Handbook of Parallel Computing and Statistics
- Parallel algorithms for linear models. Numerical methods and estimation problems
- Parallel implementation of the TRANSIMS micro-simulation