Rank: 2079 based on 32 downloads (last 30 days) and 6 files submitted

Misha Koshelev

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Company/University: Baylor Col of Medicine

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Files Posted by Misha					View all 1 - 5 of 6
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
12 Aug 2010		faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	normal distribution	7	5	4.33333 4.3 \| 3 ratings
08 May 2010		Client/Server Framework for Computing Clusters Send/receive file,spawn(fork/exec) process. MEX functions:spawn,wait_pid,kill. Author: Misha Koshelev	pbs, torque, cluster, wait, fork, exec	5	1
19 Feb 2010		C-style MATLAB preprocessor Simple, only supports ifdef/endif/else with define/undef, simple syntax for &&/\|\|. Author: Misha Koshelev	preprocessor, c	6	1	1.5 1.5 \| 2 ratings
20 Jan 2010		QT Clustering using Euclidean Distance, Jackknife Correlation Some simple MATLAB files that perform QT clustering Author: Misha Koshelev	clustering, medicine, genetics	9	0
17 Aug 2009		Append a new entry to structure array, fields don't need to be same Appends a new entry to structure array, fields don't need to be same. Can also insert a new entry. Author: Misha Koshelev	struct, array, fields	4	0

Comments and Ratings by Misha		View all 1 - 2 of 2
Updated	File	Comments	Rating
09 Oct 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	Thank you very much Dr Hahn for your wonderful comment. You are correct no error checking is currently done for the sake of speed. In our application of Bayesian clustering if we are computing phi(nan) somewhere then there is indeed something seriously wrong with our code. I agree, a crash may not be the best way to alert a user to such a problem, but at the very least on our application we have not encountered such a case. I am also quite curious about your speed comment with regards to erfc being just as fast. I cannot vouch for this one hundred percent as it was some time ago but I am fairly sure that, at the time of writing phi, I did find a speed difference between phi and use of erfc as you suggested on my Ubuntu 8.04 amd64 machine. However, as we are computing marginal likelihoods over many cycles (~100,000) of a Gibbs sampler, we are calling this function quite a bit and so even a very small speed increase becomes significant. Maybe MATLAB has improved their erfc implementation or perhaps you are on a different platform? In any case thank you for your valuable feedback! Misha
12 Aug 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	Thank you for your comment. You are right! I uploaded new version. Thx

Comments and Ratings on Misha's Files			View all 1 - 5 of 9
Updated	File	Comment by	Comments	Rating
20 Jul 2012	Client/Server Framework for Computing Clusters Send/receive file,spawn(fork/exec) process. MEX functions:spawn,wait_pid,kill. Author: Misha Koshelev	Francesco	Did anybody manage to compile it in 2012a (on windows)?
09 Oct 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	Koshelev, Misha	Thank you very much Dr Hahn for your wonderful comment. You are correct no error checking is currently done for the sake of speed. In our application of Bayesian clustering if we are computing phi(nan) somewhere then there is indeed something seriously wrong with our code. I agree, a crash may not be the best way to alert a user to such a problem, but at the very least on our application we have not encountered such a case. I am also quite curious about your speed comment with regards to erfc being just as fast. I cannot vouch for this one hundred percent as it was some time ago but I am fairly sure that, at the time of writing phi, I did find a speed difference between phi and use of erfc as you suggested on my Ubuntu 8.04 amd64 machine. However, as we are computing marginal likelihoods over many cycles (~100,000) of a Gibbs sampler, we are calling this function quite a bit and so even a very small speed increase becomes significant. Maybe MATLAB has improved their erfc implementation or perhaps you are on a different platform? In any case thank you for your valuable feedback! Misha
07 Oct 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	Hahn, Markus	It's a nice mex file. On my machine it's about 4 times faster than normcdf. However ... ... there is (for the sake of speed) no error checkin: phi(nan) crashes Matlab (at least on my machine). So I would prefer to use simply 0.5 * erfc(-z ./ sqrt(2)), which is as fast as phi, and much more robust.
07 Oct 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	Hahn, Markus
12 Aug 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	Koshelev, Misha	Thank you for your comment. You are right! I uploaded new version. Thx

Top Tags Applied by Misha	1 - 5 of 19
array, c, cluster, clustering, exec

Files Tagged by Misha					View all 1 - 5 of 6
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
12 Aug 2010		faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	normal distribution	7	5	4.33333 4.3 \| 3 ratings
08 May 2010		Client/Server Framework for Computing Clusters Send/receive file,spawn(fork/exec) process. MEX functions:spawn,wait_pid,kill. Author: Misha Koshelev	pbs, torque, cluster, wait, fork, exec	5	1
19 Feb 2010		C-style MATLAB preprocessor Simple, only supports ifdef/endif/else with define/undef, simple syntax for &&/\|\|. Author: Misha Koshelev	preprocessor, c	6	1	1.5 1.5 \| 2 ratings
20 Jan 2010		QT Clustering using Euclidean Distance, Jackknife Correlation Some simple MATLAB files that perform QT clustering Author: Misha Koshelev	clustering, medicine, genetics	9	0
17 Aug 2009		Append a new entry to structure array, fields don't need to be same Appends a new entry to structure array, fields don't need to be same. Can also insert a new entry. Author: Misha Koshelev	struct, array, fields	4	0

Currently Watching
Type	Description
File	faster normcdf function
File	system command without user input getting into result structure
File	Append a new entry to structure array, fields don't need to be same
File	QT Clustering using Euclidean Distance, Jackknife Correlation
File	C-style MATLAB preprocessor
File	Client/Server Framework for Computing Clusters

Files Matching Misha's Watch List					View all 1 - 5 of 6
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
12 Aug 2010		faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev	normal distribution	7	5	4.33333 4.3 \| 3 ratings
08 May 2010		Client/Server Framework for Computing Clusters Send/receive file,spawn(fork/exec) process. MEX functions:spawn,wait_pid,kill. Author: Misha Koshelev	pbs, torque, cluster, wait, fork, exec	5	1
19 Feb 2010		C-style MATLAB preprocessor Simple, only supports ifdef/endif/else with define/undef, simple syntax for &&/\|\|. Author: Misha Koshelev	preprocessor, c	6	1	1.5 1.5 \| 2 ratings
20 Jan 2010		QT Clustering using Euclidean Distance, Jackknife Correlation Some simple MATLAB files that perform QT clustering Author: Misha Koshelev	clustering, medicine, genetics	9	0
17 Aug 2009		Append a new entry to structure array, fields don't need to be same Appends a new entry to structure array, fields don't need to be same. Can also insert a new entry. Author: Misha Koshelev	struct, array, fields	4	0

Comments and Ratings Matching Misha's Watch List			1-5 of 9
Date	File	Comment by	Comments	Rating
20 Jul 2012	Client/Server Framework for Computing Clusters Send/receive file,spawn(fork/exec) process. MEX functions:spawn,wait_pid,kill.	Francesco	Did anybody manage to compile it in 2012a (on windows)?	Comment only
09 Oct 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004).	Misha Koshelev	Thank you very much Dr Hahn for your wonderful comment. You are correct no error checking is currently done for the sake of speed. In our application of Bayesian clustering if we are computing phi(nan) somewhere then there is indeed something seriously wrong with our code. I agree, a crash may not be the best way to alert a user to such a problem, but at the very least on our application we have not encountered such a case. I am also quite curious about your speed comment with regards to erfc being just as fast. I cannot vouch for this one hundred percent as it was some time ago but I am fairly sure that, at the time of writing phi, I did find a speed difference between phi and use of erfc as you suggested on my Ubuntu 8.04 amd64 machine. However, as we are computing marginal likelihoods over many cycles (~100,000) of a Gibbs sampler, we are calling this function quite a bit and so even a very small speed increase becomes significant. Maybe MATLAB has improved their erfc implementation or perhaps you are on a different platform? In any case thank you for your valuable feedback! Misha	Comment only
07 Oct 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004).	Markus Hahn	It's a nice mex file. On my machine it's about 4 times faster than normcdf. However ... ... there is (for the sake of speed) no error checkin: phi(nan) crashes Matlab (at least on my machine). So I would prefer to use simply 0.5 * erfc(-z ./ sqrt(2)), which is as fast as phi, and much more robust.	Comment only
07 Oct 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004).	Markus Hahn		3
12 Aug 2010	faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004).	Misha Koshelev	Thank you for your comment. You are right! I uploaded new version. Thx	Comment only