I am looking for MCMC codes with a GPU suport (like NVIDIA or OpenCL libraries) to make faster run chains in Python but I would like also to find a C++ library that allows to perform this.
I know there is a plenty of codes that does MCMC but which ones could allow to exploit GPU power with MCMC ?
In particular, it seems it is possible with the Gibbs sampler but I would like to know more in practice, i.e how to implement it ?
Finally, the code on which I work currently is this Python code : emcee code and I would like to introduce or add a GPU extra functionality in this code to benefit fully from the parallel computing of Markov chain : I don't know if this is possible.
Any help is welcome.
from Looking for GPU support on Markov-chain Monte-Carlo (MCMC) for Python codes in general and for a specific code
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