Research on advancement of computer-intensive methods for statistical estimations along with Graphical Processing Units and development of application software

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A Development of new algorithms for statistical computations needs careful and continuous attention to trends in the computational environments. Recently much interest is laid on making use of the CPU with multiple cores such as the multi-core processor and General Purpose computation on Graphical Processing Units (GPGPU). In this study the statistical algorithms that involve a huge number of a simple iterative calculation are designed to develop in aiming at its implementation on the massive parallel computer. Actually we study the statistical methods which runs on a special computational architecture having the multiple layers, each of which is the distributed parallel computer system. As a result, the massive parallel computation is expected to mitigate a difficult problem arising from the curse of dimension.