Markov Chain Monte Carlo using reconfigurable hardware - the effect of limited precision

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• Grigorios Mingas (Imperial College)
• Tuesday 31 May 2011, 10:00-11:00
• Level 9 Mahanakorn Lab., EE Dept..

If you have a question about this talk, please contact Grigorios Mingas.

Markov Chain Monte Carlo (MCMC) is a class of Monte Carlo algorithms used to sample from arbitrary probability distributions. This presentation will give an overview of our current work on implementing MCMC on FPG As. The main focus will be on how the properties of the method are affected by the use of finite precision arithmetic and how a decision can be made on what precision is acceptable.

This talk is part of the CAS Talks series.

This talk is included in these lists:

• Andrea Picciau's list
• CAS Talks
• Circuits and Systems Group: Internal Seminars
• Level 9 Mahanakorn Lab., EE Dept.

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