Cross-chain warmup adaptation using MPI

Algorithms
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I’m attaching a poster by me, @billg, @bbbales2, @avehtari for ACoP 11 last week. In that poster we shows

  • cross-chain warmup’s performance on a bunch of models from posteriodb.
  • how cross-chain warmup can be combined with within-chain parallelization in a multi-level parallel framework.
    WED-093_Yi_Zhang.pdf (399.0 KB)

Corresponding repo can be found at https://github.com/metrumresearchgroup/acop_2020_torsten_parallelization.

Based on the benchmark in the study I plan to add cross-chain warmup as experimental feature in next Torsten release.

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