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tpapp / DynamicHMC.jl

Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.
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Examples of parallel sampling #176

Open sethaxen opened 1 year ago

sethaxen commented 1 year ago

Are there any documented examples of sampling chains in parallel using multithreading or parallel processing?

tpapp commented 1 year ago

I am not sure, but simply calling the sampling API in parallel is supposed to work.

PRs to the docs welcome. I did not do it before because I was waiting for threading packages to mature.