dmbates

The Gibbs sampler discussed on Darren Wilkinson's blog and also on Dirk Eddelbuettel's blog has been implemented in several languages, the first of which was R.

The task is to create a Gibbs sampler for the unscaled density

 f(x,y) = x x^2 \exp(-xy^2 - y^2 + 2y - 4x)

using the conditional distributions

 x|y \sim Gamma(3, y^2 +4)

y|x \sim Normal(\frac{1}{1+x}, \frac{1}{2(1+x)})

jboner

Latency Comparison Numbers (~2012)
----------------------------------
L1 cache reference                           0.5 ns
Branch mispredict                            5   ns
L2 cache reference                           7   ns                      14x L1 cache
Mutex lock/unlock                           25   ns
Main memory reference                      100   ns                      20x L2 cache, 200x L1 cache
Compress 1K bytes with Zippy             3,000   ns        3 us
Send 1K bytes over 1 Gbps network       10,000   ns       10 us
Read 4K randomly from SSD*             150,000   ns      150 us          ~1GB/sec SSD

hellerbarde

Latency numbers every programmer should know

L1 cache reference ......................... 0.5 ns
Branch mispredict ............................ 5 ns
L2 cache reference ........................... 7 ns
Mutex lock/unlock ........................... 25 ns
Main memory reference ...................... 100 ns             
Compress 1K bytes with Zippy ............. 3,000 ns  =   3 µs
Send 2K bytes over 1 Gbps network ....... 20,000 ns  =  20 µs
SSD random read ........................ 150,000 ns  = 150 µs

Read 1 MB sequentially from memory ..... 250,000 ns = 250 µs