Programming & Scientific Computing · Statistical & Parallel Computing

Statistical computing · High performance and code profiling

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Statistical Computing and Advanced Numerical Modeling

Overview

Topics covered

  • Introduction
  • High Performance Computing
  • HPC in Modern Statistics
  • Algorithmic Complexity and Memory
  • Dynamic Memory Allocation in Statistics
  • Code Profiling and Benchmarking

Related concepts

Main connections

  • Markov chain Monte Carlo (MCMC)
  • Linear algebra & matrices
  • Maximum likelihood estimation
  • Monte Carlo simulation
  • Calculus & differentiation
  • Bayes' theorem & priors

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

Dir(𝚲i,j)=α+(j×N+i)×w
View LaTeX source\text{Dir}(\mathbf{\Lambda}_{i, j}) = \alpha + (j \times N + i) \times w