Hybrid parallel sequential Monte Carlo algorithm combining MCMC and auxiliary variable

Danling Wang; John Morris; Qin Zhang; Quanfeng Gu

doi:10.1117/12.855670

26 February 2010 Hybrid parallel sequential Monte Carlo algorithm combining MCMC and auxiliary variable

Danling Wang, John Morris, Qin Zhang, Quanfeng Gu

Proceedings Volume 7546, Second International Conference on Digital Image Processing; 754616 (2010) https://doi.org/10.1117/12.855670
Event: Second International Conference on Digital Image Processing, 2010, Singapore, Singapore

Abstract

Sequential Monte Carlo (SMC) simulations are widely used to solve problems associated with complex probability distribution. Intensive computations are their main drawbacks,whic h restrict to be applied to real time applications,a nd thus efficient parallelism under high performance computing environment is crucial to effective implementations,esp ecially for intelligent computer vision systems. The combination of auxiliary variables importance sampling with Markov Chain Monte Carlo (MCMC) resampling for pipelining data are proposed in this paper so as to minimize executive time,whilst improve the estimation accuracy. Experimental resultion a network of workstations composed of simple off-the-shelf hardware components show that the hybrid parallel scheme provides a bottleneck free to reduce executive time with increasing particles,co mpared to the conventional SMC and MCMC based parallel schemes.

Citation Download Citation

Danling Wang, John Morris, Qin Zhang, and Quanfeng Gu "Hybrid parallel sequential Monte Carlo algorithm combining MCMC and auxiliary variable", Proc. SPIE 7546, Second International Conference on Digital Image Processing, 754616 (26 February 2010); https://doi.org/10.1117/12.855670

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available