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Gorshenin, Andrey K.

Publications and source records attributed to Gorshenin, Andrey K..

On an interface of the online system for a stochastic analysis of the varied information flows

The article describes a possible approach to the construction of an interface of an online asynchronous system that allows researchers to analyse varied information flows. The implemented stochastic methods are based on the mixture models and the method of moving separation of mixtures. The general ideas of the system functionality are demonstrated on an example for some moments of a finite normal mixture.

97 MATHEMATICS AND COMPUTING↗

On a stochastic approach to a code performance estimation

The main goal of an efficient profiling of software is to minimize the runtime overhead under certain constraints and requirements. The traces built by a profiler during the work, affect the performance of the system itself. One of important aspect of an overhead arises from the randomness of variability in the context in which the application is embedded, e.g., due to possible cache misses, etc. Such uncertainty needs to be taken into account in the design phase. In order to overcome these difficulties we propose to investigate this issue through the analysis of the probability distribution of the difference between profiler’s times for the same code. The approximating model is based on the finite normal mixtures within the framework of the method of moving separation of mixtures. We demonstrate some results for the MATLAB profiler using plotting of 3D surfaces by the function surf. The idea can be used for an estimating of a program efficiency.

97 MATHEMATICS AND COMPUTING↗

On implementation of EM-type algorithms in the stochastic models for a matrix computing on GPU

The paper discusses the main ideas of an implementation of EM-type algorithms for computing on the graphics processors and the application for the probabilistic models based on the Cox processes. An example of the GPU’s adapted MATLAB source code for the finite normal mixtures with the expectation-maximization matrix formulas is given. The testing of computational efficiency for GPU vs CPU is illustrated for the different sample sizes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗