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Please use this identifier to cite or link to this item: http://hdl.handle.net/10261/1773
Title: 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
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
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