Parallelization of stochastic bounds for Markov chains on multicore and manycore platforms.
Jaroslaw BylinaPublished in: J. Supercomput. (2018)
Keyphrases
- markov chain
- stochastic process
- markov processes
- monte carlo
- probabilistic automata
- shared memory
- sample path
- steady state
- transition probabilities
- finite state
- markov process
- monte carlo method
- parallel processing
- parallel architectures
- markov model
- finite automata
- graphics processing units
- state space
- stationary distribution
- random walk
- upper bound
- large deviations
- stochastic processes
- assemble to order systems
- parallel programming
- variance reduction
- message passing
- transition matrix
- grammatical inference
- stochastic model
- parallel algorithm
- higher order