• DOI:10.1109/CLUSTR.2009.5289161
Corpus ID: 14364745

Numerically stable, single-pass, parallel statistics algorithms

@article{Bennett2009NumericallySS,
  title={Numerically stable, single-pass, parallel statistics algorithms},
  author={J. Bennett and R. Grout and P. P{\'e}bay and D. Roe and D. Thompson},
  journal={2009 IEEE International Conference on Cluster Computing and Workshops},
  year={2009},
  pages={1-8}
}

J. Bennett, R. Grout, +2 authors D. Thompson

Published 2009

Computer Science

2009 IEEE International Conference on Cluster Computing and Workshops

Statistical analysis is widely used for countless scientific applications in order to analyze and infer meaning from data. A key challenge of any statistical analysis package aimed at large-scale, distributed data is to address the orthogonal issues of parallel scalability and numerical stability. In this paper we derive a series of formulas that allow for single-pass, yet numerically robust, pairwise parallel and incremental updates of both arbitrary-order centered statistical moments and co… CONTINUE READING

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