2 papers
cs.MS2019
GPU-based Parallel Computation Support for Stan
Rok Češnovar, Steve Bronder, Davor Sluga +4
This paper details an extensible OpenCL framework that allows Stan to utilize heterogeneous compute devices. It includes GPU-optimized routines for the Cholesky decomposition, its…
stat.ME2018
Validating Bayesian Inference Algorithms with Simulation-Based Calibration
Sean Talts, Michael Betancourt, Daniel Simpson +2
Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model imple…