Handbook of Parallel Computing and Statistics (Statistics: A Series of Textbooks and Monographs)

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9780824740672: Handbook of Parallel Computing and Statistics (Statistics: A Series of Textbooks and Monographs)
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Technological improvements continue to push back the frontier of processor speed in modern computers. Unfortunately, the computational intensity demanded by modern research problems grows even faster. Parallel computing has emerged as the most successful bridge to this computational gap, and many popular solutions have emerged based on its concepts, such as grid computing and massively parallel supercomputers. The Handbook of Parallel Computing and Statistics systematically applies the principles of parallel computing for solving increasingly complex problems in statistics research.

This unique reference weaves together the principles and theoretical models of parallel computing with the design, analysis, and application of algorithms for solving statistical problems. After a brief introduction to parallel computing, the book explores the architecture, programming, and computational aspects of parallel processing. Focus then turns to optimization methods followed by statistical applications. These applications include algorithms for predictive modeling, adaptive design, real-time estimation of higher-order moments and cumulants, data mining, econometrics, and Bayesian computation. Expert contributors summarize recent results and explore new directions in these areas.

Its intricate combination of theory and practical applications makes the Handbook of Parallel Computing and Statistics an ideal companion for helping solve the abundance of computation-intensive statistical problems arising in a variety of fields.

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"[The book's] chapters cover reasonably well the different domains where parallel computing is required and applied. The general introduction is clear and sound. There is some overlapping in the introduction of several chapters, which makes the reading of a particular chapter easier. Overall, the balance between general introduction, problem-specific information, and applications is well equilibrated. I am convinced that this handbook is of interest to a large community of researchers, students, and practitioners (dealing with computational methods in any domain) as the book covers a wide range of applications where parallel computing is of great actuality. The book will guide them in the analysis [of] whether a particular computational problem is feasible for a parallelization and if this is the case, help them to realize it. With respect to this, the extensive bibliography included in the handbook is particularly precious" -Manfred Gilli, Professor, Department of Econometrics, University of Geneva, Switzerland

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