Hey,
Next week the Centre for Research in Statistical Methodology (CRiSM, in Warwick, UK) will be hosting a workshop on the use of graphics processing units in statistics, a quickly expanding area that I’ve blogged about here. Xian and I are going to talk about Parallel IMH and Parallel Wang Landau. We’ll be able to interact with top researchers in methodological statistics and early adopters of GPUs like Chris Holmes, whose talk at Valencia 9 was quite influential in the field (and for my PhD!), and Christophe Andrieu, who is one of the to-be-praised Particle MCMC guys (see e.g. here)
The programme for the workshop is here: http://www2.warwick.ac.uk/fac/sci/statistics/crism/workshops/gpu/programme
…and registration fee is only 50£, ie not even a half GPU!
By the way this page
http://www.louisaslett.com/Talks/GPU_Programming_Basics_Getting_Started.html
should help you a lot if you want to use plain CUDA C code within R.
As for me, thanks to Anthony Lee I will spend a week in Warwick prior to the meeting, working at CRiSM and enjoying the West Midlands.
Cheers!
Statisfaction 