A Comparison of Programming Models for Multiprocessors with Explicitly Managed Memory Hierarchies

On multiprocessors with explicitly managed memory hierarchies (EMM), software has the responsibility of moving data in and out of fast local memories. This task can be complex and error-prone even for expert programmers. Before we can allow compilers to handle the complexity for us, we must identify the abstractions that are general enough to allow us to write applications with reasonable effort, yet speci?c enough to exploit the vast on-chip memory bandwidth of EMM multi-processors. To this end, we compare two programming models against hand-tuned codes on the STI Cell, paying attention to programmability and performance. The ?rst programming model, Sequoia, abstracts the memory hierarchy as private address spaces, each corresponding to a parallel task. The second, Cellgen, is a new framework which provides OpenMP-like semantics and the abstraction of a shared address spaces divided into private and shared data. We compare three applications programmed using these models against their hand-optimized counterparts in terms of abstractions, programming complexity, and performance.

Modified Information Criteria and Selection of Long Memory Time Series Models

The problem of model selection of a univariate long memory time series is investigated once a semi parametric estimator for the long memory parameter has been used. Standard information criteria are not consistent in this case. A Modified Information Criterion (MIC) that overcomes these difficulties is introduced and proofs that show its asymptotic validity are provided. The results are general and cover a wide range of short memory processes. Simulation evidence compares the new and existing methodologies and empirical applications in monthly inflation and daily realized volatility are presented.