Σεμινάριο Παναγιώτης Παπασταμούλης

ΚΥΚΛΟΣ ΣΕΜΙΝΑΡΙΩΝ ΣΤΑΤΙΣΤΙΚΗΣ ΙΑΝΟΥΑΡΙΟΣ 2021

Παναγιώτης Παπασταμούλης, Επίκουρος Καθηγητής, Τμήμα Στατιστικής, Οικονομικό Πανεπιστήμιο Αθηνών

Integrating R and C++ exemplified by stochastic gradient MCMC sampling

ΠΑΡΑΣΚΕΥΗ 15/1/2021, 14:00 – 14:30

ΠΕΡΙΛΗΨΗ

R is easy but sometimes painfully slow and C++ is fast but many statisticians are not comfortable with it. Bridging R and C++ can be extremely advantageous when writing source code for computationally demanding problems. This talk will present certain ways of accomplishing this task, with a particular focus on the popular Rcpp and RcppArmadillo packages. Examples will include applications dealing with MCMC sampling in high-dimensional posterior distributions.

(Μπορείτε να δείτε slides της παρουσίασης εδώ)