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Mar 29, 2016 at 18:45 comment added jaradniemi In my first draft, I had serial and changed to iterative since I was using the term iteration later. Updated the answer to use serial.
Mar 29, 2016 at 18:44 history edited jaradniemi CC BY-SA 3.0
iterative -> serial based on comment
Mar 29, 2016 at 16:19 vote accept Bar
Mar 29, 2016 at 16:18 comment added Bar > "Parallelism in MCMC is hard because MCMC is inherently an iterative algorithm." I guess this hits the nail on the head then, although "serial" instead of "iterative" might be a better word here, since in my mind at least, there many iterative algorithms that are straight-forward to parallelize (like SGD), given certain assumptions (like convexity of the function). Are there relaxations like convexity that allow us to perform MCMC in parallel?
Mar 29, 2016 at 14:46 history answered jaradniemi CC BY-SA 3.0