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.
2 References
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