Efficient SIMD RNG for Varying-Parameter Streams: C++ Class BatchRNG

Abstract

Single-Instruction, Multiple-Data (SIMD) random number generators (RNGs) take advantage of vector units to offer significant performance gain over non-vectorized libraries, but they often rely on batch production of deviates from distributions with fixed parameters. In many statistical applications such as Gibbs sampling, parameters of sampled distributions… (More)

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Cite this paper

@article{Mahani2014EfficientSR, title={Efficient SIMD RNG for Varying-Parameter Streams: C++ Class BatchRNG}, author={Alireza S. Mahani and Mansour T. A. Sharabiani}, journal={CoRR}, year={2014}, volume={abs/1412.4825} }