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Title: On implementation of EM-type algorithms in the stochastic models for a matrix computing on GPU

The paper discusses the main ideas of an implementation of EM-type algorithms for computing on the graphics processors and the application for the probabilistic models based on the Cox processes. An example of the GPU’s adapted MATLAB source code for the finite normal mixtures with the expectation-maximization matrix formulas is given. The testing of computational efficiency for GPU vs CPU is illustrated for the different sample sizes.
Authors:
 [1]
  1. Institute of Informatics Problems, Russian Academy of Sciences, Vavilova str., 44/2, Moscow, Russia MIREA, Faculty of Information Technology (Russian Federation)
Publication Date:
OSTI Identifier:
22391064
Resource Type:
Journal Article
Resource Relation:
Journal Name: AIP Conference Proceedings; Journal Volume: 1648; Journal Issue: 1; Conference: ICNAAM-2014: International Conference on Numerical Analysis and Applied Mathematics 2014, Rhodes (Greece), 22-28 Sep 2014; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; ALGORITHMS; EFFICIENCY; IMPLEMENTATION; M CODES; MATRICES; MIXTURES; PROBABILISTIC ESTIMATION; STOCHASTIC PROCESSES