What to expect

In this blog I will (sporadically) post about topics related to statistics and data science. They will likely focus on the implementation of Bayesian data analysis or stochastic simulation. As these topics are of interest to me I’m hoping they will also be of interest to others. Given the subject area it is expected that blogs posted will include some code, mostly I use R, C++ or Julia. However, I am interested in moving into functional programming so this may be expected in the future.

Hardware Accelerated Stochastic Simulation Using an Intelligence Processing Unit

Introduction Graphcore, a company based in Bristol, UK, have developed a new kind of processor with the aim of being able to massively parallelise computation. The chip is called an Intelligence Processing Unit (IPU) and is now on its second generation, the Colossus MK2 IPU processor - the GC200. Originally designed to dramatically increase performance in machine learning applications, the IPUs architecture can also be used to provide big performance increases in many other areas....

A Beginners Guide to Executing C++ Scripts on an IPU

Introduction In this article we will discuss how to execute a large number of independent programs in parallel, using a new computer chip capable of executing thousands of independent calculations at once. This may be particularly useful in areas of stochastic modelling and Monte Carlo simulation, where repeated and independent simulations are required to learn about uncertainty in model predictions. The chip in question is called the Intelligence Processing Unit (IPU) and is developed by Graphcore, a UK-based company headquartered in Bristol....