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R with GotoBLAS on Windows 10

In my experience, the default libRblas gives horrible performance across all of the platforms that I regularly use (Windows, Mac OS & Linux). The R package that I’m currently developing uses RcppEigen, which is not dependent on an efficient BLAS or LAPACK library. However, many other R packages do have this dependency. Therefore, I would recommend following the instructions in the R Installation and Administration guide to switch over to a more efficient implementation. Avraham AdlerTony Fischetti and Zachary Mayer have written similar blog posts on this topic. I use the Accelerate Umbrella Framework (vecLib) on OS X and Intel MKL with icc on Linux. The following instructions describe how (and why) to install GotoBLAS for R on Microsoft Windows.

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Latest publications & preprints

The first paper from my postdoc at Warwick has been accepted and is now available online:

Gracie, Moores, Smith, Harding, Girolami, Graham & Faulds, “Preferential attachment of specific fluorescent dyes and dye labelled DNA sequences in a SERS multiplex,” to appear in Analytical Chemistry. DOI: 10.1021/acs.analchem.5b02776

No Bayesian methods in this one, as the model and algorithms are still under development (watch this space…) Instead, I use nonparametric bootstrap confidence intervals for comparison of Raman peak intensity.

I also have two middle-author papers accepted from my PhD work. The first is a review of Bayesian modelling and computation for satellite imagery:

Falk, Alston, McGrory, Clifford, Heron, Leonte, Moores, Walsh, Pettitt & Mengersen (2015) “Recent Bayesian approaches for spatial analysis of 2-D images with application to environmental modelling,” Environmental and Ecological Statistics 22(3): 571-600. DOI: 10.1007/s10651-015-0311-1

The second paper introduces a method for aligning 3D CT scans using DICOM coordinates:

Hargrave, Mason, Guidi, Miller, Becker, Moores, Mengersen, Poulsen & Harden, “Automated replication of cone beam CT-guided treatments in the Pinnacle³ treatment planning system for adaptive radiotherapy,” to appear in the Journal of Medical Radiation Sciences. DOI: 10.1002/jmrs.141

There are also two draft papers available as online pre-prints:

Drovandi, Moores & Boys, “Accelerating Pseudo-Marginal MCMC using Gaussian Processes,” Technical Report, Queensland University of Technology, Brisbane, Australia.

Moores, Pettitt & Mengersen, “Scalable Bayesian Inference for the Inverse Temperature of a Hidden Potts Model,” arXiv:1503.08066 [stat.CO]

Last but not least, my thesis has been posted on the QUT ePrints server:

Moores (2015) “Bayesian computational methods for spatial analysis of images,” PhD thesis, Queensland University of Technology, Brisbane, Australia.

An extended abstract is available online:

Moores (2016) “Bayesian computational methods for spatial analysis of images,” to appear in the Bulletin of the Australian Mathematical Society. DOI: 10.1017/S0004972715001598

2015 was a very busy and successful year. Looking forward to publishing more great science with all of my co-authors in 2016!

Write an R package in 10 minutes

I have mixed feelings about some of the new features in RStudio v0.99.489, but one thing I really like is the menu command “Insert Roxygen Skeleton.” It has always bugged me that the R package created by a call to utils::package.skeleton(..) doesn’t pass R CMD check without a bunch of manual changes. Editing .Rd files by hand isn’t my idea of fun, so I’m much happier with the new workflow:
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Link error with R.dll

I’ve taken a crack at compiling the R package gputools on Windows, but I hit a bit of a roadblock. I’ll describe the steps I’ve taken below, hopefully someone will be able to suggest a way forward.

Some background: gputools provides an interface between R and CUDA, the nVidia API for executing code on a graphics card (GPU). On Linux or Mac OS, installation is fairly straightforward because the CUDA compiler nvcc depends on gcc or clang, respectively. However, interfacing between R and CUDA on Windows is an unsolved problem, since the respective toolchains are fundamentally incompatible. The only supported toolchain for compiling R on Windows is MinGW with gcc and gfortran. On the other hand, the nVidia CUDA Toolkit requires certain specific versions of Microsoft Visual Studio.

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CUDA Toolkit very finicky about Visual Studio

An unexpected gotcha with nVidia CUDA Toolkit on Windows is that it refuses to work with the current version of Microsoft Visual Studio:

nvcc fatal   : nvcc cannot find a supported version of Microsoft Visual Studio. Only the versions 2010, 2012, and 2013 are supported

According to the installation guide (and the above compile error), CUDA Toolkit 7.5 only integrates with Visual Studio 2013, 2012 or 2010. I could have saved myself many hours of downloading and installing Visual Studio 2015 and Intel Parallel Studio XE 16.0, if I’d known that beforehand! Now to uninstall everything and start again from scratch…

Talk at QUT on Friday August 7

simultaneous baseline correction and peak fitting of a SERRS spectrum using a SMC algorithm

Title: Lorentzian mixture model for Raman spectroscopy

Speaker: Matt Moores (University of Warwick, UK)

Date: Friday 7 August 2015

Time: 3:00pm – 4:00pm

Location: O603, Gardens Point Campus, Queensland University of Technology

Abstract: Surface-enhanced resonance Raman scattering (SERRS) is an optical spectroscopic technique for identifying labelled molecules. A SERRS signal can be represented as a mixture of Lorentzian peaks plus a smoothly-varying baseline due to background fluorescence. The multivariate observations are thus highly collinear and lend themselves to a reduced-rank representation. We introduce a sequential Monte Carlo algorithm for joint estimation of the baseline and peaks. Our model-based approach accounts for batch effects between technical replicates. By analysing a large number of Raman-active dyes with similar chemical structure, we can characterise how structural differences are represented as changes in the spectral signature. Our model can be used for identification and quantification of dye labels in a multiplex, as well as hierarchical clustering of dyes according to structural similarity.

This is joint work with Mark Girolami (Warwick), Kirsten Gracie, Karen Faulds and Duncan Graham (U. Strathclyde).

Graduation Ceremony

I was very glad that I was able to attend my PhD graduation ceremony in Brisbane last week. My extended family were there to cheer me on, as well as both of my supervisors and my dear friend, Kal. Out of 28 doctorates there were a dozen from maths, including four statisticians. Unfortunately none of us snagged an Outstanding Doctoral Thesis Award, but it was nice to be nominated!

Once again I would like to thank my supervisors Kerrie Mengersen & Fiona Harden for their mentorship, as well as my co-authors Cathy Hargrave, Chris Drovandi, Christian Robert, Tony Pettitt, Tim Deegan & Mike Poulsen for their contributions to my research.

QUT graduation ceremony, July 23, 2015

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