Parallel calculation of the median and order statistics on GPUs with application to robust regression. (arXiv:1104.2732v1 [cs.DC])

Parallel calculation of the median and order statistics on GPUs with application to robust regression. (arXiv:1104.2732v1 [cs.DC]): "

We present and compare various approaches to a classical selection problem on
Graphics Processing Units (GPUs). The selection problem consists in selecting
the $k$-th smallest element from an array of size $n$, called $k$-th order
statistic. We focus on calculating the median of a sample, the $n/2$-th order
statistic. We introduce a new method based on minimization of a convex
function, and show its numerical superiority when calculating the order
statistics of very large arrays on GPUs. We outline an application of this
approach to efficient estimation of model parameters in high breakdown robust
regression.

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