SMCTC : sequential Monte Carlo in C++

Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature. Recent developments illustrate that these techniques have much more general applicability, and can be applied very effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive and difficult to implement. This article seeks to address both of these problems. A C++ template class library for the efficient and convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications are provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm for rare event estimation

A Context-Oriented Extension of F#

Context-Oriented programming languages provide us with primitive constructs to adapt program behaviour depending on the evolution of their operational environment, namely the context. In previous work we proposed ML_CoDa, a context-oriented language with two-components: a declarative constituent for programming the context and a functional one for computing. This paper describes the implementation of ML_CoDa as an extension of F#.Comment: In Proceedings FOCLASA 2015, arXiv:1512.0694

Towards an aspect weaving BPEL engine

This position paper proposes the use of dynamic aspects and the visitor design pattern to obtain a highly configurable and extensible BPEL engine. Using these two techniques, the core of this infrastructural software can be customised to meet new requirements and add features such as debugging, execution monitoring, or changing to another Web Service selection policy. Additionally, it can easily be extended to cope with customer-specific BPEL extensions. We propose the use of dynamic aspects not only on the engine itself but also on the workflow in order to tackle the problems of Web Service hot deployment and hot fixes to long running processes. In this way, composing aWeb Service "on-the-fly" means weaving its choreography interface into the workflow

The "MIND" Scalable PIM Architecture

MIND (Memory, Intelligence, and Network Device) is an advanced parallel computer architecture for high performance computing and scalable embedded processing. It is a Processor-in-Memory (PIM) architecture integrating both DRAM bit cells and CMOS logic devices on the same silicon die. MIND is multicore with multiple memory/processor nodes on each chip and supports global shared memory across systems of MIND components. MIND is distinguished from other PIM architectures in that it incorporates mechanisms for efficient support of a global parallel execution model based on the semantics of message-driven multithreaded split-transaction processing. MIND is designed to operate either in conjunction with other conventional microprocessors or in standalone arrays of like devices. It also incorporates mechanisms for fault tolerance, real time execution, and active power management. This paper describes the major elements and operational methods of the MIND architecture

Developing numerical libraries in Java

The rapid and widespread adoption of Java has created a demand for reliable and reusable mathematical software components to support the growing number of compute-intensive applications now under development, particularly in science and engineering. In this paper we address practical issues of the Java language and environment which have an effect on numerical library design and development. Benchmarks which illustrate the current levels of performance of key numerical kernels on a variety of Java platforms are presented. Finally, a strategy for the development of a fundamental numerical toolkit for Java is proposed and its current status is described.Comment: 11 pages. Revised version of paper presented to the 1998 ACM Conference on Java for High Performance Network Computing. To appear in Concurrency: Practice and Experienc

SMCTC: Sequential Monte Carlo in C++

Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature. Recent developments illustrate that these techniques have much more general applicability, and can be applied very effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive and difficult to implement. This article seeks to address both of these problems. A C++ template class library for the efficient and convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications are provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm for rare event estimation.

User-defined data types and operators in occam

This paper describes the addition of user-defined monadic and dyadic operators to occam* [1], together with some libraries that demonstrate their use. It also discusses some techniques used in their implementation in KRoC [2] for a variety of target machines

Development Strategies for Pythia version 7

This document describes the strategies for the development of the Pythia7 program. Both the internal and external structure of the program is discussed. Some comments on relationship to other software is given as well as some comments on coding conventions and other technical details.Comment: 27 pages, 3 eps figure