dysii 1.4.0 released

Wednesday, December 17th, 2008

Version 1.4.0 of the dysii Dynamic Systems Library has been released. This is a major new release with a number of additional features and performance enhancements, as well as representing a consolidation of code and maturation of much of the API.

Particular new features include:

  • The kernel forward-backward and two-filter smoothers, suitable for fast, large-scale approximate inference in continuous-time stochastic models, as documented in my recent PhD thesis.
  • Overhauled kd tree implementation, featuring distributed partitioning, dual-tree and self-tree evaluations, particularly useful for the new smoothers above.
  • Improved stochastic Runge-Kutta and new Euler-Maruyama method for integrating stochastic differential equations.
  • Performance improvements resulting from continued profiling, including more aggressive inlining and less dependence on virtuals.
  • A new installation guide, available in the INSTALL.txt file of the distribution. Also note that with Boost 1.35 now released, dysii no longer requires the latest CVS of Boost, making it much simpler to install.

Full details are included in the VERSION.txt file of the distribution.

A couple of examples of applications using dysii are expected to be released within a matter of days also. These should provide an excellent starting point for those wishing to use the library for their own work.

Thesis available

Monday, December 15th, 2008

I’ve made my PhD thesis available on the research page, "Bayesian Learning of Continuous Time Dynamical Systems (with Applications in Functional Magnetic Resonance Imaging)". The thesis considers Bayesian filtering and smoothing for state and parameter estimation in general non-linear, non-Gaussian systems using stochastic differential models. It is the theoretical basis for impending updates to the dysii Dynamic Systems Library, including the kernel forward-backward and kernel two-filter smoothers, and distributed implementation of particle filters and kd trees.

I should note that this should be considered a draft version, as it is yet to be examined, and corrections may need to be made after it is. I’m providing it here mainly for the purposes of documenting dysii at this stage.

South West Safari

Monday, December 1st, 2008

I’ve finally finished the long upload of photos from our recent trip around southern Africa — Johannesburg to Cape Town — 7,200km through South Africa, Botswana, Zimbabwe, Zambia and Namibia. I purchased a new 300mm lens for the occasion to try a bit of wildlife shooting on our game drives, and managed what I hope are some nice shots. Other challenges were trying to capture the most beautiful sunsets I’ve ever witnessed, and picking just a few of so many inspiring scenes in the Namib desert, which turned out not to disappoint as the "photographer’s dream" we were told it was.

Here’s a taste, but see the photography page for the full set:

Sossusvlei Sossusvlei Traditional doctor Mokoro Poler Sunset on the hippo pool Oryx showdown Young lion Grooming Squirrel Hornbill

Snapping in the Cairngorms

Thursday, June 26th, 2008

A few more photos added today from a day walk to Loch Avon, in the Cairngorms near Aviemore:

Loch Avon Panorama Low Clouds Loch Level Snow Melt

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