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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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