Understanding GPU Programming for Statistical Computation: Studies in Massively Parallel Massive Mixtures.

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2010-06-01

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Abstract

This article describes advances in statistical computation for large-scale data analysis in structured Bayesian mixture models via graphics processing unit (GPU) programming. The developments are partly motivated by computational challenges arising in fitting models of increasing heterogeneity to increasingly large datasets. An example context concerns common biological studies using high-throughput technologies generating many, very large datasets and requiring increasingly high-dimensional mixture models with large numbers of mixture components. We outline important strategies and processes for GPU computation in Bayesian simulation and optimization approaches, give examples of the benefits of GPU implementations in terms of processing speed and scale-up in ability to analyze large datasets, and provide a detailed, tutorial-style exposition that will benefit readers interested in developing GPU-based approaches in other statistical models. Novel, GPU-oriented approaches to modifying existing algorithms software design can lead to vast speed-up and, critically, enable statistical analyses that presently will not be performed due to compute time limitations in traditional computational environments. Supplemental materials are provided with all source code, example data, and details that will enable readers to implement and explore the GPU approach in this mixture modeling context.

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10.1198/jcgs.2010.10016

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Suchard, MA, Q Wang, C Chan, J Frelinger, AJ Cron and M West (2010). Understanding GPU Programming for Statistical Computation: Studies in Massively Parallel Massive Mixtures. J Comput Graph Stat, 19(2). pp. 419–438. 10.1198/jcgs.2010.10016 Retrieved from https://hdl.handle.net/10161/4404.

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Scholars@Duke

Chan

Chi Wei Cliburn Chan

Professor of Biostatistics & Bioinformatics

Computational immunology (stochastic and spatial models and simulations, T cell signaling, immune regulation)
Statistical methodology for immunological laboratory techniques (flow cytometry, CFSE analysis, receptor-ligand binding and signaling kinetics)
Informatics of the immune system (reference and application ontologies, meta-programming, text mining and machine learning)

West

Mike West

Arts and Sciences Distinguished Professor of Statistics and Decision Sciences

Here is my personal web page (this scholars page is NOT maintained)


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