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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 NahavandiWe 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
ComputingVolume
94Issue
5Pagination
433 - 447Publisher
Springer-VerlagLocation
Wien, AustriaPublisher DOI
ISSN
0010-485XLanguage
engPublication classification
C1 Refereed article in a scholarly journalCopyright notice
2012, Spinger-VerlagUsage metrics
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