matlab accept reject,MATLAB：在while循环中使用parfor（并行for循环）是否效率低下。(MATLAB: Is it inefficient to use parfo...

I'm having a trouble doing MCMC(Monte Carlo Markov Chain). So for MCMC, say I will run 10000 iterations, then within each iteration, I will draw some parameters. But in each iteration, I have some individual data which are independently, so I can do parfor. However, the problem is, it seems the time to finish one iteration just grows quickly as MCMC goes on. Soon, it's extremely time consuming. My question is: is there any efficient way to combine parfor and while loop?

I have the following pseudo-code:

r=1;

while r<10000

parfor i=1:I

make draws from proposal distribution

calculate acceptance rate

accept or reject current draw

end

r=r+1;

end