A Note on Julia and MPI, with Code Examples

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Abstract

© 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.
Original languageEnglish
Pages (from-to)535-546
JournalComputational Economics
Volume48
DOIs
Publication statusPublished - 1 Oct 2016

Keywords

  • Approximate Bayesian computing
  • Julia programming language
  • Message passing interface
  • Monte Carlo

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