Browsing EGGH06: SIGGRAPH/Eurographics Workshop on Graphics Hardware 2006 by Subject "Categories and Subject Descriptors (according to ACM CCS): I.3.8 [Computer Graphics]: Applications G.3 [Probability and Statistics]: Randum Number Generation G.4 [Mathematical Software]: Parallel and vector implementations"
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(The Eurographics Association, 2006)Statistical algorithms such as Monte Carlo integration are good candidates to run on graphics processing units. The heart of these algorithms is random number generation, which generally has been done on the CPU. In this ...