Groups   203 of 99+      julia-users › How to have all workers simultaneously working and receiving their inputs as they finish?  MCMC  1 post by 1 author      Zenna Tavares    2 5 15   I have a Markov Chain Monte Carlo algorithm.  Unlike most MCMC algorithms each state is expensive to compute, and each sample can be generated independently.  Because evaluating the markov chain is vey cheap, this means that I should be able to be almost embarassingly parallel.  My current implementation is shown below.  The idea is that propose_parallel_tl generates a stack of boxes.  The main loop takes item pops items of this stack and when it becomes empty issues all the workers to do their job in replenishing the stack.  Unfortunately it assumes that each worker takes roughly the same amount of time.  Additionally the  fetch s  for s in spawns  means that it will wake for first worker to finish I presume.  How can I can get around this? I effectively want all my workers to be working and just a single processor going through and taking new proposals from the workers.  Since evaluating the chain itself is quite expensive, it would be a waste if a physical core was dedicated entirely to this  I'm not sure if the operating system would sort this out for me to     Propose boxes in parallel function propose_parallel_tl f,Y,X,stack; ncores   1, args...    ncores   min ncores, nprocs      println  Using $ncores cores     if isempty stack      spawns     spawn proposebox_tl f,Y,X;args...  for i   1:ncores      boxes    fetch s  for s in spawns      push! stack,boxes...    end   return pop! stack  end   function pre_tlmh D  : Domain   f::Callable, Y, X::D, niters; args...    boxes   D     stack    D,Float64,Float64     For parallelism   box, logq, prevolfrac   propose_parallel_tl f,Y,X,stack; args...     push! boxes,box       naccepted   0; nsteps   0   while nsteps   niters - 1     nextbox, nextlogq, prevolfrac   propose_parallel_tl f,Y,X,stack; args...       nextlogp   logmeasure nextbox  + log prevolfrac        ...       nsteps +  1   end   boxes end