Distributed statistica inference

October 11, 2016 — October 11, 2016

computers are awful
concurrency hell
distributed
optimization
premature optimization
statmech

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How do you design statistics that can be conducted over many nodes? Many algorithms factorize nicely over nodes. I might list some here.

If you wish to solve this with heterogeneous, untrustworthy, or ad hoc nodes, as opposed to a nice orderly campus HPC cluster, then perhaps it would be better to think of this as swarm sensing.

Placeholder; I have nothing to say about this right now, although I should mention that message-passing algorithms based on variational inference and graphical models are one possible avenue. The most interesting to me is probably Gaussian belief propagation.

1 Tools

Spark.

CoCOA.

2 References

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