GPU Stan

[bgoodri]

Stan on the GPU

Stan on the GPU using OpenCL/ViennaCL We have started discussing this topic in an e-mail thread with Bob and Steve and we decide to move the discussion to the forums. Quick intro: Me and Erik Štrumbelj from University of Ljubljana recieved a grant for a 3 year project where we are trying to speedup algorithms for Bayesian inference on the GPU. In the first part of the project we created a R package for the execution of Bayesian lasso and Multinomial Logistic Regression on the GPU. We have gai…