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Reference: Giles, MB, Approximation of the inverse Poisson cumulative distribution function. ACM Transactions on Mathematical Software.Citable link to this page:

 

Approximation of the inverse Poisson cumulative distribution function

Abstract: New approximations for the inverse of the incomplete gamma function are derived, and these are usedto develop efficient evaluations of the inverse Poisson cumulative distribution function. An asymptoticapproximation based on the standard Normal approximation is particularly good for CPUs with MIMDcores, while for GPUs and other hardware with vector units a second asymptotic approximation based onTemme’s approximation of the incomplete gamma function is more efficient due to conditional branchingwithin each vector. The accuracy and efficiency of the software implementations is assessed on both CPUsand GPUs

Peer Review status:Peer reviewedPublication status:AcceptedVersion:Accepted ManuscriptNotes:Copyright © ACM. This is the accepted manuscript version of the work. It is posted here for your personal use. Not for redistribution.

Bibliographic Details

Publisher: Association for Computing Machinery

Publisher Website: http://www.acm.org/

Journal: ACM Transactions on Mathematical Softwaresee more from them

Publication Website: http://toms.acm.org/Identifiers

Urn: uuid:1bcbde9d-5d24-47f6-b842-745cea2f4c25

Source identifier: 508959

Issn: 0098-3500

Eissn: 1557-7295 Item Description

Type: Journal article;

Version: Accepted Manuscript Tiny URL: pubs:508959

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Author: Giles, MB - institutionUniversity of Oxford Oxford, MPLS, Mathematical Inst - - - - Bibliographic Details Publisher: Association

Source: https://ora.ox.ac.uk/objects/uuid:1bcbde9d-5d24-47f6-b842-745cea2f4c25



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