Computer Science Differentiable Programming This post explains the basic idea of differentiable programming, providing sample code, and relating the concept to ideas from differential geometry.
Mathematics Parallel Metropolis-Hastings This post examines a particular method for parallelizing the Metropolis-Hastings algorithm.
Computer Science Counter-Based Pseudo-Random Number Generators on the GPU This post examines the concept of a counter-based pseudo-random number generator (CBRNG), and the Squares algorithm in particular.
Computer Science Metropolis Light Transport This post offers a detailed explanation of Metropolis Light Transport in particular and path tracing in general, providing the relevant theoretical background.
