GPU-based statistical functions
Project description
gpustats is a PyCUDA-based library implementing functionality similar to that present in scipy.stats. It implements a simple framework for specifying new CUDA kernels and extending existing ones. Here is a (partial) list of target functionality:
Probability density functions (pdfs). These are intended to speed up likelihood calculations in particular in Bayesian inference applications, such as in PyMC
Random variable generation using CURAND
Notes
Requires working PyCUDA installation
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