Attending the Course
For logistical information or an overview of the topics covered in the May 2014 version, see http://q-aps.princeton.edu/book/advanced-statistical-programming-camp-2014.
A syllabus current as of the most recent version of the workshop is here.
Topics covered include:
- parallel computing at the R and C++ levels
- using HPC schedulers
- basic C++ integration with R through Rcpp
These topics are demonstrated over the course of multiple days with a set of running examples:
- efficiently calculating pairwise distances over the surface of the earth
- parametric and non-parametric bootraps
- cross-validation for “out-of-sample” prediction error
- Bayesian Probit regression (EM/MAP and MCMC)
The first session was mostly a teaser demonstrating the performance gains associated with various techniques applied to a common example: calculating pairwise distances. This particlar set of slides (as a PDF) is here.
All of the materials for the workshop are comprised of:
- slides for each session’s presentation [PDF]
- handouts with further documentation/examples [PDF]
- all R code from slides and handouts [R]
- all C++ code from slides [CPP/HPP]
- job submission scripts [SLURM]
and can be downloaded here as a ZIP-ed directory.
If you have any questions please don’t hesitate to ask. I’m happy to answer when I can.