GPU Algorithms

Scalable Methods for Multivariate Normal Probability Estimation with Applications in Confidence Region Detection, Transport Phenomena, and Parallel Computing Using RCOMPSs

Xiran Zhang, Ph.D. Student, Statistics

May 14, 15:00 - 17:00

B2 R5209

geospatial statistics spatio-temporal statistics High Performance Computing HPC multivariate statistics GPU Algorithms

This thesis addresses computing high-dimensional multivariate normal (MVN) probabilities in environmental and geospatial applications by combining high-performance computing, numerical approximation, and transport-based covariance modeling to make several important spatial procedures usable at larger scales.