FPGA implementation of Parallel Tempering MCMC

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• Grigoris Mingas (Imperial College)
• Thursday 27 October 2011, 13:00-14:00
• Level 9 Mahanakorn Lab., EE Dept..

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

Parallel Tempering (also known as Replica-Exchange) is an advanced MCMC algorithm designed to sample from multimodal distributions. It is representative of a whole family of population-based and annealing-based MCMC methods. Parallel Tempering is frequently used in Bayesian inference applications, as well as polymer simulations and computational physics. I will present initial results that show the capability of FPG As in accelerating Parallel Tempering and compare the FPGA ’s performance to CPU and GPU implementations. The ways that the implementation can benefit from taking advantage of the custom arithmetic precision of FPG As will also be dicussed.

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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