Understanding GPU programming for statistical computation: Studies in massively parallel massive mixtures

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. Supplementalmaterials 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. © 2010 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

permGPU: Using graphics processing units in RNA microarray association studies.

BACKGROUND: Many analyses of microarray association studies involve permutation, bootstrap resampling and cross-validation, that are ideally formulated as embarrassingly parallel computing problems. Given that these analyses are computationally intensive, scalable approaches that can take advantage of multi-core processor systems need to be developed. RESULTS: We have developed a CUDA based implementation, permGPU, that employs graphics processing units in microarray association studies. We illustrate the performance and applicability of permGPU within the context of permutation resampling for a number of test statistics. An extensive simulation study demonstrates a dramatic increase in performance when using permGPU on an NVIDIA GTX 280 card compared to an optimized C/C++ solution running on a conventional Linux server. CONCLUSIONS: permGPU is available as an open-source stand-alone application and as an extension package for the R statistical environment. It provides a dramatic increase in performance for permutation resampling analysis in the context of microarray association studies. The current version offers six test statistics for carrying out permutation resampling analyses for binary, quantitative and censored time-to-event traits.