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Computing of high breakdown regression estimators without sorting on graphics processing units

journal contribution
posted on 2012-01-01, 00:00 authored by Gleb BeliakovGleb Beliakov, Michael JohnstoneMichael Johnstone, Saeid Nahavandi
We present an approach to computing high-breakdown regression estimators in parallel on graphics processing units (GPU).We show that sorting the residuals is not necessary, and it can be substituted by calculating the median. We present and compare various methods to calculate the median and order statistics on GPUs. We introduce an alternative method based on the optimization of a convex function, and showits numerical superiority when calculating the order statistics of very large arrays on GPUs.

History

Journal

Computing

Volume

94

Issue

5

Pagination

433 - 447

Publisher

Springer-Verlag

Location

Wien, Austria

ISSN

0010-485X

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2012, Spinger-Verlag

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