Given the growing interest in parallel processing through GPUs or multiple processors, there is a clear need for a proper use of (uniform) random number generators in this environment. We were discussing the issue yesterday with Jean-Michel Marin and briefly looked at a few solutions: Read more »
Archive for random number generation
Via the [financial and technical] support of Springer, probability and statistics societies are launching a specialised wiki called StatProb. It operates as a wiki in that authors can submit short articles on any topic, with further co-authors joining in later to improve those articles, but with the contents guaranteed via the filter of an editorial board. The members of the board and subsequent associate editors are nominated by the statistical societies involved in the project. (For instance, I was nominated by the Royal Statistical Society., Susie Bayarri by ISBA, George Casella by the ASA, etc.) As a starting basis, StatProb will reproduce a few hundred entries from the incoming International Encyclopedia of Statistical Sciences edited by Miodrag Lovric (to which I contributed). Obviously, the wiki will only work if enough contributors submit their piece and make StatProb a reference for statistics. I joined the project because, as opposed to costly encyclopedias, wikis are living things that evolve with the field (if enough activity is maintained by its members) and that can be accessed freely by all. Another good thing about StatProb is that entries are submitted in LaTeX, making the output looking fairly reasonnable. (To start the ball rolling, we submitted this short piece on random number generation with George Casella, exctacted from an older piece that had been sitting around for a while. It does not mean to be the only piece on random number generation, nor on MCMC or Monte Carlo methods. And it can be updated and augmented as in other wikis.) Unless I am confused, I think the site will be officially launched at JSM 2010 in Vancouver this weekend.