Software Alchemy: Turning Complex Statistical Computations into Embarrassingly-Parallel Ones

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Authors Norman S. Matloff
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper Abstract The growth in the use of computationally intensive statistical procedures, especially with big data, has necessitated the usage of parallel computation on diverse platforms such as multicore, GPUs, clusters and clouds. However, slowdown due to interprocess communication costs typically limits such methods to "embarrassingly parallel" (EP) algorithms, especially on non-shared memory platforms. This paper develops a broadlyapplicable method for converting many non-EP algorithms into statistically equivalent EP ones. The method is shown to yield excellent levels of speedup for a variety of statistical computations. It also overcomes certain problems of memory limitations.
Date of publication 2014
Code Programming Language R

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