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Open Access item A Note on Parallelizing the Parameterized Expectations Algorithm

Authors:Creel, Michael
Keywords:Parameterized expectations, Parallel computing
Issue Date:15-Jun-2005
Series/Report no.:UFAE and IAE Working Papers
651.05
Abstract:The parameterized expectations algorithm (PEA) involves a long simulation and a nonlinear least squares (NLS) fit, both embedded in a loop. Both steps are natural candidates for parallelization. This note shows that parallelization can lead to important speedups for the PEA. I provide example code for a simple model that can serve as a template for parallelization of more interesting models, as well as a download link for an image of a bootable CD that allows creation of a cluster and execution of the example code in minutes, with no need to install any software.
URI:http://hdl.handle.net/10261/1773
Appears in Collections:(IAE) Informes y documentos de trabajo

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