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by tel 4032 days ago
Well, you can run multiple simultaneous particle chains and sum their results. There's some wasted work since each will need to burn in, but modern algorithms can make that go quite quickly.
1 comments

Sure - but that's not what the OP is referring to. There is no "sync" step in multiple parallel chains, unlike particle swarm & genetic algorithms.

MCMC is also used for finding MAP solutions, an operation which is strictly less difficult than computing the partition function.