Search Results for author: Weiming Feng

Found 1 papers, 0 papers with code

Distributed Metropolis Sampler with Optimal Parallelism

no code implementations1 Apr 2019 Weiming Feng, Thomas P. Hayes, Yitong Yin

Furthermore, if a natural Lipschitz condition is satisfied by the Metropolis filters, our algorithm can simulate $N$-step Metropolis chains within $O(N/n+\log n)$ rounds of asynchronous communications, where $n$ is the number of variables.

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