Stan-Adaptive-Parallelisation

Dynamic determination of optimum chains and cores for MCMC in R / Stan.

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Figure 1. MCMC parallelisation and Stan model inference speedup. Simple model (top) vs complex model (bottom). Image adapted from Stenborg (2023), below.

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Key Files

• adaptive_mcmc_parallelisation_stan.R    Two functions implementing the adaptive parallelisation.
  

Software Requirements

• R.
  
• An R IDE, e.g., RStudio (optional).
  

Reference

Stenborg, TN, 2023, "Adaptive MCMC Parallelisation in Stan", in 25th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, 2023.