A review of parallel processing for statistical computation

Parallel computers differ from conventional serial computers in that they can, in a variety of ways, perform more than one operation at a time. Parallel processing, the application of parallel computers, has been successfully utilized in many fields of science and technology. The purpose of this paper is to review efforts to use parallel processing for statistical computing. We present some technical background, followed by a review of the literature that relates parallel computing to statistics. The review material focuses explicitly on statistical methods and applications, rather than on conventional mathematical techniques. Thus, most of the review material is drawn from statistics publications. We conclude by discussing the nature of the review material and considering some possibilities for the future.