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This program implements a MCMC algorithm for the following hierarchical model: y_k ~ Poisson(n_k * theta_k) theta_k ~ Gamma(a, b) a ~ Unif(0, a0) b ~ Unif(0, b0) I let a0 and b0 be arbitrarily large. Arguments: 1) input file name With two space delimited columns holding integer values for y and float values for n. 2) number of trials (1000 by default) Output: A comma delimited file containing a column for a, b, and each theta. All output is written to standard out. Example: $ head -3 mydata.txt 4 0.91643 23 3.23709 7 0.40103 $ a.out mydata.txt 2500 > output.csv This code borrows from the nVidia developer zone documentation, specifically http://docs.nvidia.com/cuda/curand/index.html#topic_1_2_1
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Implementation of a Gibbs-Metropolis sampling algorithm in CUDA
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