Lindon's Statistical Computing Log

Noteworthy items in statistics, mathematics and computation I encounter whilst doing my PhD.
Added: August 12, 2013
Authority: 30.1307
Language: English
Type: Blog
Category: Science
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Stochastic Optimization in R by Parallel Tempering

I’ve written a few posts now about using parallel tempering to sample from complicated multi-modal target distributions but there are also other benefits and uses to this algorithm. There is a nice post on Darren Wilkinson’s blog about ...

Parallel Tempering in R with Rmpi

My office computer recently got a really nice upgrade and now I have 8 cores on my desktop to play with. I also at the same time received some code for a Gibbs sampler written in R from my adviser. I wanted to try a metropolis-coupled markov ...

Easy 3-Minute Guide to Making apply() Parallel over Distributed Grids and Clusters in R

Last week I attended a workshop on how to run highly parallel distributed jobs on the Open Science Grid (osg). There I met Derek Weitzel who has made an excellent contribution to advancing R as a high performance computing language by developing ...

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