Copyright © 2011 NVIDIA Corporation and Wen-mei W. Hwu. All rights reserved.
Introduction
State of GPU Computing in Statistical Modeling
Many kinds of statistical modeling are naturally suited for GPU computing owing to their inherent parallelism. For example, in Monte Carlo simulation there are usually many independent simulations to be done, and each can be performed by a separate thread. The challenges lie in coping with unusual features that could lead to warp divergence or poor memory coalescence, or require a global reduction operation. Nevertheless, this is an area with rapid adoption ...
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