GPUs in Computational Statistics

Posted in Geek, General, Seminar/Conference by Pierre Jacob on 17 January 2012


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:

…and registration fee is only 50£, ie not even a half GPU!

By the way this page

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.



New Year and many things to do

Posted in General by Pierre Jacob on 2 January 2012

Happy New Year to all of you, dear readers!

We’ve been quite busy lately, Julyan and I being nearer and nearer to the end of our PhDs and Robin being a new lecturer at Université Paris-Dauphine… but we hope to go on blogging in 2012. There is quite a few things to blog about, and we’re proud to have more and more readers with more than 500 views a week, even though the blog is not always very active.

2012 is going to be the year of the ISBA meeting in Japan, where a bunch of us at CREST and Dauphine intend to go. It’s also the year of MCQMC in Sydney, the largest meeting on Monte Carlo methods, which a couple of us PhD students will also attend. For some of us it will hopefully be our final year as students, and thus a particularly exciting (if busy) year.



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