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Computing

, Volume 94, Issue 5, pp 433–447 | Cite as

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

  • G. BeliakovEmail author
  • M. Johnstone
  • S. Nahavandi
Article

Abstract

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 show its numerical superiority when calculating the order statistics of very large arrays on GPUs.

Keywords

Robust regression Median Order statistic Sorting GPU Cutting plane 

Mathematics Subject Classification (2000)

65Y05 65Y10 68W10 62J05 65K05 

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Copyright information

© Springer-Verlag 2012

Authors and Affiliations

  1. 1.School of Information TechnologyDeakin UniversityBurwoodAustralia
  2. 2.Institute for Technology Research and InnovationDeakin UniversityGeelongAustralia

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