© 2015, Springer Science+Business Media New York. 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.
|Publication status||Published - 1 Oct 2016|
- Approximate Bayesian computing
- Julia programming language
- Message passing interface
- Monte Carlo