BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Massively Parallel Advanced Monte Carlo Methods on Many-Core Proce
 ssors - Anthony Lee\, Department of Statistics\, University of Oxford
DTSTART:20091118T141500Z
DTEND:20091118T151500Z
UID:TALK19361@talks.cam.ac.uk
CONTACT:Rachel Fogg
DESCRIPTION:A recent trend in desktop computer architecture is the move fr
 om traditional\, single-core processors to multi-core processors and furth
 er to many-core or massively multi-core processors. Therefore\, statistica
 l methods that can take advantage of many-core architectures can make the 
 best use of the latest technology. A particularly promising avenue in this
  regard is the implementation of statistical algorithms for execution on g
 raphics processing units (GPUs) since they are dedicated\, low cost\, low 
 maintenance\, energy-efficient devices that are becoming increasingly easy
  to program. I present an introduction to this architecture and a case stu
 dy on the suitability of using GPUs for three population-based Monte Carlo
  algorithms - population-based MCMC\, sequential Monte Carlo samplers and 
 the particle filter - with speedups ranging from 35 to 500 fold over conve
 ntional single-threaded computation.
LOCATION:LR4\, Engineering\, Department of
END:VEVENT
END:VCALENDAR