A Note on Julia and MPI, with Code Examples

被引:1
作者
Creel, Michael [1 ,2 ]
机构
[1] Univ Autonoma Barcelona, Barcelona Grad Sch Econ, Barcelona, Spain
[2] MOVE, Barcelona, Spain
关键词
Julia programming language; Message passing interface; Monte Carlo; Approximate Bayesian computing;
D O I
10.1007/s10614-015-9516-5
中图分类号
F [经济];
学科分类号
02 ;
摘要
This note explains how MPI may be used with the Julia programming language. An example of a simple Monte Carlo study is presented, with code. The code is intended to serve as a general purpose template for more relevant applications. A second example shows how the template code may be adapted to perform a Monte Carlo study of the properties of an approximate Bayesian computing estimator of actual research interest. All of the code is available at https://github.com/mcreel/JuliaMPIMonteCarlo.
引用
收藏
页码:535 / 546
页数:12
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