GPU-based Parallel Computation Support for Stan

1 Jul 2019Rok ČešnovarSteve BronderDavor SlugaJure DemšarTadej CiglaričSean TaltsErik Štrumbelj

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 derivative, other matrix algebra primitives and some commonly used likelihoods, with more additions planned for the near future... (read more)

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