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Lecturers
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Dr. Panagiotis Hadjidoukas Prof. Dr. Kostas Papadimitriou |
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Teaching Assistants
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Dr. Georgios Arampatzis Lina Kulakova Jernej Fink
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For Questions: |
Mailing List |
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Class Room
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HG E5 |
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Class Times
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Monday: 13:15 – 15:00 (Lecture, HG E5) Monday: 10:15 – 12:00 (Exercises, HG G3) |
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| Material | |
| 20.02.2017 | Introduction, Bayesian UQ, Notes |
| 27.02.2017 | OpenMP Tasks (updated 13.03) |
| 06.03.2017 | Notes1, Notes2, Notes3 |
| 13.03.2017 | MPI, Examples (part1) |
| 20.03.2017 | MC+MCMC, Extra Proofs, Matlab |
| 27.03.2017 | |
| 03.04.2017 | Model Selection, TMCMC |
| 10.04.2017 | |
| 08.05.2017 | GPUs (cont.) |
| 15.05.2017 | Optimal Experimental Design (OED) |
| 22.05.2017 | GPUs (part2) |
| 29.05.2017 | EXAM (IFW A 36, 13:00-16:00, EXAM INFORMATION) |
Exercises
– The exercises begin in the second week of the semester.
| 27.02.2017 | Set1: PDF, Code, Solution |
| 06.03.2017 | Set2: PDF, Code, Solution |
| 13.03.2017 | Set3: PDF, Code, Data, Solution |
| 20.03.2017 | Set4: PDF, Code, Solution |
| 27.03.2017 | Set5: PDF, Solution |
| 03.04.2017 | Set6: PDF (updated 04.04), Solution (pdf updated 17.05) |
| 10.04.2017 | Set7: PDF, Code, Solution (fixed typo) |
| 24.04.2017 | Set8: PDF, Code, Solution |
| 08.05.2017 | Set9: PDF, Solution |
| 15.05.2017 | Projects |
| 22.05.2017 | OED: Utility function for linear model (updated: fixed typo) |
| 29.05.2017 | EXAM |
Projects (for CSE students)
| 15.05.2017 |
Project #1 (dem) Project #2 (diffusion) Project #3 (tmcmc) Datafile Project #4 (optimization, updated 30.05) Project #5 (sensors, updated 31.05) |
| 08.06.2017 | Piz-Daint |
| ORAL EXAM |
07.08.2017 & 11.08.2017 CLT Building, D12 |
Auxiliary Material
- Gaussian Distribution
- Likelihood maximization for parameter inference (matlab code)
- Tutorial on CMA-ES by Nikolaus Hansen
- Recap Questions 1 (updated 03.04)
Exam
- Sample Exam Questions on Uncertainty Quantification
- Sample Exam Sheets for HPCSE I can be found here
Useful Links
General links on HPC and clusters:
www.hpc-ch.org
Euler wiki (VPN required)
CSCS users page
HPC tutorial at LLNL – Blaise Barney
C++ links:
cppreference.com
cplusplus.com
OpenMP links:
OpenMP Specifications, OpenMP C/C++ Summary Card
MPI links:
SIMD links:
For Windows users:
PuTTY: a simple free SSH client for Windows
WinSCP: for copying files between Windows and Euler
Cygwin: Linux-like environment on Windows (Installation hints)
Others:
Parallel Program Design – Ian Foster
How the Computer Works – The CPU and Memory
The Landscape of Parallel Computing Research: A View from Berkeley
KAUST Live: Thomas Schulthess, Swiss National Supercomputing Center
Books
Introduction to High Performance Computing for Scientists and Engineers, G. Hager and G. Wellein, CRC Press, 2011
Introduction to Parallel Programming
Computer Organization and Design, D.H. Patterson and J.L. Hennessy
CUDA by example, J. Sanders and E. Kandrot
Data Analysis: A Bayesian Tutorial, Devinderjit Sivia