indii.org
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Lawrence Murray: software, research, photography.en-usWed, 21 Jun 2017 18:51:46 +0200Wed, 21 Jun 2017 18:51:46 +0200Beas De Granada
http://www.indii.org/archives/beas-de-granada/index.html
Sun, 18 Jun 2017 00:00:00 +0200Lawrence Murrayhttp://www.indii.org/archives/beas-de-granada/index.htmlDuotone landscapes around Granada.Abisko and Torneträsk
http://www.indii.org/archives/abisko-and-tornetrask/index.html
Sun, 04 Jun 2017 00:00:00 +0200Lawrence Murrayhttp://www.indii.org/archives/abisko-and-tornetrask/index.htmlPanorama of a mountain range and tumbling clouds in the Arctic Circle.Breaking Ice
http://www.indii.org/archives/breaking-ice/index.html
Sat, 03 Jun 2017 00:00:00 +0200Lawrence Murrayhttp://www.indii.org/archives/breaking-ice/index.htmlGetting acquainted with the Arctic.Minus Twenty
http://www.indii.org/archives/minus-twenty/index.html
Sun, 23 Apr 2017 00:00:00 +0200Lawrence Murrayhttp://www.indii.org/archives/minus-twenty/index.htmlMonochromes of a frozen Stockholm.Uppsala University
http://www.indii.org/archives/uppsala-university/index.html
Sat, 08 Apr 2017 00:00:00 +0200Lawrence Murrayhttp://www.indii.org/archives/uppsala-university/index.htmlThe Polacksbacken buildings of Uppsala University.Industrilandskapet
http://www.indii.org/archives/industrilandskapet/index.html
Sat, 25 Mar 2017 00:00:00 +0100Lawrence Murrayhttp://www.indii.org/archives/industrilandskapet/index.htmlIndustrilandskapet in Norrköping, Sweden.Gamla Stan Waters
http://www.indii.org/archives/gamla-stan-waters/index.html
Sat, 18 Mar 2017 00:00:00 +0100Lawrence Murrayhttp://www.indii.org/archives/gamla-stan-waters/index.htmlChoppy waters around the old town, Stockholm.Winter Colours of Stockholm
http://www.indii.org/archives/winter-colours-of-stockholm/index.html
Sat, 07 Jan 2017 00:00:00 +0100Lawrence Murrayhttp://www.indii.org/archives/winter-colours-of-stockholm/index.htmlColourful buildings against the snow and frozen waters. Taken from Karlbergs Slott, central Stockholm, facing over the water to Kungsholmen.Anytime Monte Carlo
http://www.indii.org/research/anytime-monte-carlo/index.html
Sat, 10 Dec 2016 00:00:00 +0100Lawrence Murrayhttp://www.indii.org/research/anytime-monte-carlo/index.htmlA Monte Carlo algorithm typically simulates some prescribed number of samples, taking some random real time to complete the computations necessary. This work considers the converse: to impose a real-time budget on the computation, so that the number of samples simulated is random. To complicate matters, the real time taken for each simulation may depend on the sample produced, so that the samples themselves are not independent of their number, and a length bias with respect to compute time is apparent. This is especially problematic when a Markov chain Monte Carlo (MCMC) algorithm is used and the final state of the Markov chain—rather than an average over all states—is required. The length bias does not diminish with the compute budget in this case. It occurs, for example, in sequential Monte Carlo (SMC) algorithms. We propose an anytime framework to address the concern, using a continuous-time Markov jump process to study the progress of the computation in real time. We show that the length bias can be eliminated for any MCMC algorithm by using a multiple chain construction. The utility of this construction is demonstrated on a large-scale SMC$^2$ implementation, using four billion particles distributed across a cluster of 128 graphics processing units on the Amazon EC2 service. The anytime framework imposes a real-time budget on the MCMC move steps within SMC$^2$, ensuring that all processors are simultaneously ready for the resampling step, demonstrably reducing wait times and providing substantial control over the total compute budget.
Alhambra Muqarnas
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Wed, 05 Oct 2016 00:00:00 +0200Lawrence Murrayhttp://www.indii.org/archives/alhambra-muqarnas/index.htmlPossibly a palace built for mathematicians.