[gov3009-l] Ramey on "How GPUs Can Help Solve Large Optimization Problems"

Hi all, We hope you can join us for the Applied Statistics Workshop this Wednesday, October 6th, when we will be happy to have Adam Ramey, who is currently a Statistician/Analyst at the Harvard Business School, presenting a talk on utilizing graphical processing units for large optimization problem. You will find details about the talk and an abstract below. We will serve lunch (sandwiches) at the workshop. Hope you can make it. "Graphic Materiel: How GPUs Can Help Solve Large Optimization Problems." Adam Ramey Harvard Business School October 6th, 2010, 12 noon K354 CGIS Knafel (1737 Cambridge St) Abstract: The advent of multi-core processing has led to the implementation of explicit and implicit multithreading in most modern statistical packages. Unfortunately, in many of these cases, the user is required to "hard code" how the processes are to be divided up across multiple cores. Perhaps more problematic, the utility of this parallelization is restricted by the number of threads/cores in a user's machine. To address this issue in a cost-effective way, GPU computing has emerged as a powerful alternative. Harnessing the power of hundreds of small cores, GPU's are able to parallelize at a level virtually impossible in a CPU framework. In this talk, I discuss how MATLAB and R can take advantage of the GPU and present Monte Carlo experiments verifying the sheer power of the method. ~~~~~~~~~~~ Matthew Blackwell PhD Candidate Institute for Quantitative Social Science Department of Government Harvard University url: http://people.fas.harvard.edu/~blackwel/