Bayes and big data: the consensus Monte Carlo algorithm

@inproceedings{Scott2016BayesAB,
  title={Bayes and big data: the consensus Monte Carlo algorithm},
  author={Steven L. Scott and Alexander W. Blocker and Fernando V. Bonassi and Hugh A. Chipman and Edward I. George and Robert E. McCulloch},
  year={2016}
}
A useful definition of ‘big data’ is data that is too big to process comfortably on a single machine, either because of processor, memory, or disk bottlenecks. Graphics processing units can alleviate the processor bottleneck, but memory or disk bottlenecks can only be eliminated by splitting data across multiple machines. Communication between large numbers of machines is expensive (regardless of the amount of data being communicated), so there is a need for algorithms that perform distributed… CONTINUE READING

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