Big list of Markov chain Monte Carlo (MCMC) applications

I became quite obsessed with Markov chain Monte Carlo Methods lately. It is said that MCMC methods form the most frequently used class of algorithms in computer science. However when I was searching for a comprehensive list of MCMC applications across different domains to my surprise I have found none. So I’d like to ask… Continue reading Big list of Markov chain Monte Carlo (MCMC) applications

Pleasingly Parallel MCMC: cracked wide open for MapReduce and Hadoop

MCMC methods guarantee an accurate enough result (say parameter estimation for a phylogenetic tree). But they give it to you usually in the long-run and many burn-in steps might be necessary before performing ok. And if the data size grows larger, the number of operations to draw a sample grows larger too (N -> O(N)… Continue reading Pleasingly Parallel MCMC: cracked wide open for MapReduce and Hadoop