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Evaluation

Verification

Since we broken the single-chain into multi-chain by broken some dependent relationships, will it influence the sampling? And how big the influence will be? To varify whether or not the duel chain works becomes important part in this section. The comparision is given between the results generated by sequential Gibbs Sampler(single-chain) and the results generated by parallel Gibbs Sampler(duel-chain). We compared the average value of every single variable, and the number of points that fall in the range of a fixed bound.

Serial ResultParallel ResultMistake
Average A1685.331651.122.03%
Average B2885.602881.360.15%
Average x600.131615.1242.50%
Average y2285.472266.240.84%
x - #point in (400,
2000)/#total points
195/333185/3335.13%
y - #point in (400,
2000)/#total points
162/333155/3334.32%

Parallel ResultSerial Result



All the data calculated, collected and showed above are based on the Console version of Parallel Gibbs sampler,
and the following parameters:
Initial x = 750, y = 200, High Bound = 2000, Low Bound = 400,
Burning = 1000, Iteration = 1000, Thinning = 3, Volumn of Data Set = 898.

Performance Evaluation

Performance evaluation is given by the comparision of the speed on the Sequential Method and Parallel Method:

Volumn of
Data Set
Sequence Paralle Time(sec)Serial Time(sec)SpeedUp
7520Nb = 1000
Nt = 1000
1.6873.0161.75
Nb = 2000
Nt = 3000
4.2347.5161.775
20000Nb = 1000
Nt = 1000
4.257.4371.75
Nb = 2000
Nt = 3000
10.67118.5471.738
40000Nb = 1000
Nt = 1000
7.96813.6251.71
Nb = 2000
Nt = 3000
20.01634.0471.70

The data above is based on two variables-Gibbs Sampler. The ideal(maximun) SpeedUp = 2.0


Bingxue Cai
Send Comments to: bingxuec@cs.byu.edu