Accelerating MCMC via Parallel Predictive Prefetching

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential future steps of the chain in parallel. The approach can accelerate computation of the target distribution of a Bayesian inference problem, without compromising exactness, by exploiting subsets of data. It takes advantage of whatever parallel resources are available, but produces results exactly equivalent to standard serial execution. In the initial burn-in phase of chain evaluation, it achieves speedup over serial evaluation that is close to linear in the number of available cores

An efficient parallel immersed boundary algorithm using a pseudo-compressible fluid solver

We propose an efficient algorithm for the immersed boundary method on distributed-memory architectures, with the computational complexity of a completely explicit method and excellent parallel scaling. The algorithm utilizes the pseudo-compressibility method recently proposed by Guermond and Minev [Comptes Rendus Mathematique, 348:581-585, 2010] that uses a directional splitting strategy to discretize the incompressible Navier-Stokes equations, thereby reducing the linear systems to a series of one-dimensional tridiagonal systems. We perform numerical simulations of several fluid-structure interaction problems in two and three dimensions and study the accuracy and convergence rates of the proposed algorithm. For these problems, we compare the proposed algorithm against other second-order projection-based fluid solvers. Lastly, the strong and weak scaling properties of the proposed algorithm are investigated

Parallel, iterative solution of sparse linear systems: Models and architectures

A model of a general class of asynchronous, iterative solution methods for linear systems is developed. In the model, the system is solved by creating several cooperating tasks that each compute a portion of the solution vector. A data transfer model predicting both the probability that data must be transferred between two tasks and the amount of data to be transferred is presented. This model is used to derive an execution time model for predicting parallel execution time and an optimal number of tasks given the dimension and sparsity of the coefficient matrix and the costs of computation, synchronization, and communication. The suitability of different parallel architectures for solving randomly sparse linear systems is discussed. Based on the complexity of task scheduling, one parallel architecture, based on a broadcast bus, is presented and analyzed

Patterns of Scalable Bayesian Inference

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assumptions about model structure, underlying computational resources, and the importance of asymptotic correctness. As a result, there is a zoo of ideas with few clear overarching principles. In this paper, we seek to identify unifying principles, patterns, and intuitions for scaling Bayesian inference. We review existing work on utilizing modern computing resources with both MCMC and variational approximation techniques. From this taxonomy of ideas, we characterize the general principles that have proven successful for designing scalable inference procedures and comment on the path forward

Change Support in Process-Aware Information Systems - A Pattern-Based Analysis

In today's dynamic business world the economic success of an enterprise increasingly depends on its ability to react to changes in its environment in a quick and flexible way. Process-aware information systems (PAIS) offer promising perspectives in this respect and are increasingly employed for operationally supporting business processes. To provide effective business process support, flexible PAIS are needed which do not freeze existing business processes, but allow for loosely specified processes, which can be detailed during run-time. In addition, PAIS should enable authorized users to flexibly deviate from the predefined processes if required (e.g., by allowing them to dynamically add, delete, or move process activities) and to evolve business processes over time. At the same time PAIS must ensure consistency and robustness. The emergence of different process support paradigms and the lack of methods for comparing existing change approaches have made it difficult for PAIS engineers to choose the adequate technology. In this paper we suggest a set of changes patterns and change support features to foster the systematic comparison of existing process management technology with respect to process change support. Based on these change patterns and features, we provide a detailed analysis and evaluation of selected systems from both academia and industry. The identified change patterns and change support features facilitate the comparison of change support frameworks, and consequently will support PAIS engineers in selecting the right technology for realizing flexible PAIS. In addition, this work can be used as a reference for implementing more flexible PAIS

Identifying and Evaluating Change Patterns and Change Support Features in Process-Aware Information Systems.

In order to provide effective support, the introduction of process-aware information systems (PAIS) must not freeze existing business processes. Instead PAIS should allow authorized users to flexibly deviate from the predefined processes if required and to evolve business processes in a controlled manner over time. Many software vendors promise flexible system solutions for realizing such adaptive PAIS, but are often unable to cope with fundamental issues elated to process change (e.g., correctness and robustness). The existence of different process support paradigms and the lack of methods for comparing existing change approaches makes it difficult for PAIS engineers to choose the adequate technology. In this paper we suggest a set of changes patterns and change support features to foster systematic comparison of existing process management technology with respect to change support. Based on these change patterns and features, we provide a detailed analysis and evaluation of selected systems from both academia and industry