UQlab MCMC -- AIES not supporting parallel computing now?

UQ with UQLab Community Q&A and How To
1

Hi, UQlab users,

Now i am running codes using UQlab on HPC, and I found that I can do parallel computing using MH or HMC sampling methods (very quick).

To my problem, AIES performs much better than other MCMC methods, but it is very slow because of not paralleling.

is this true that AIES does not support parallel computing for now?? Please correct me if i were wrong.

Best,
Ningxin

2

Dear @ny123

AIES is sequential by design, as also statet in the manual Section 1.3.4 (https://www.uqlab.com/inversion-user-manual):

On the other hand, due to its sequential nature, the algorithm cannot be parallelized which makes it comparably slow.

Best regards
Styfen

3

Thanks for clarification.

Have a nice good day!

Best,
Ningxin