Parallel MCMC

On github: https://github.com/johnlees/pMCMC

Parallel implementation of MCMC using MPI – coded by Hákon Jónsson, John Lees and Tobias Madsen

Code is available as C++
Under testing implementations in R and Perl do not provide speedups due
to execution overheads, but are included as easier to read ‘pseudocode’
if required.

Details can be found in this draft paper: pMCMC

Acknowledgements

This work was completed for the Oxford Summer School in Computational Biology 2012 (http://www.stats.ox.ac.uk/research/genome/summer_school_2013/osscb12), and was supervised by Geoff Nicholls, Joe Herman and Jotun Hein.

Funding provided by a Wellcome Trust Vacation grant (JL) and COGANGS
– EU grant (HJ, TM).

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