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arXiv · 2610.25039

Mixed-Precision GPU Acceleration for Confidence Regions of Spatial Excursion Sets

Abstract

A spatial excursion set identifies where a field exceeds a threshold. With incomplete and noisy observations, inner and outer confidence regions quantify uncertainty in its spatial extent through lower and upper bounds at a specified confidence level. Constructing these regions requires repeated conditional simulations accounting for joint spatial uncertainty, making dense covariance factorization and simulation major computational bottlenecks. We present a GPU-accelerated framework that combines adaptive tile-based mixed-precision arithmetic with distributed task execution to accelerate universal kriging, prediction-uncertainty estimation, conditional Gaussian simulation, and confidence region calibration. In our parallel mixed-precision simulation workflow, triangular matrix-matrix multiplication (TRMM) inherits the adaptive precision layout of the Cholesky factor and uses FP16 simulation operands, while covariance scaling and compensating operand rescaling accommodate the numerical range of reduced precision arithmetic. With appropriate precision tolerances, empirical coverage is close to the double-precision reference and the nominal 90% confidence level across weak, medium, and strong spatial correlation. Ocean surface-salinity experiments show close agreement with the double-precision reference in spatial predictions and confidence regions. On four NVIDIA A100 GPUs (40 GB each), mixed-precision TRMM reaches 6.36x to 6.93x the theoretical FP64 peak throughput. On four NVIDIA GH200 Hopper GPUs, it reaches 10.20x to 11.03x. Each AMD MI250X node has eight GPU dies. Aggregate throughput rises by 9.1x to 11.5x from 1 to 16 nodes under weak scaling and by 1.6x to 1.9x from 4 to 16 nodes under strong scaling. Adaptive mixed-precision accelerates large-scale excursion set analysis while preserving the statistical accuracy required for spatial uncertainty quantification.

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BibTeXRIS

Xiran Zhang, Sameh Abdulah, Qinglei Cao, Joshua French, Rabab Alomairy, Marc G. Genton, David E. Keyes. 2026-10-18. Mixed-Precision GPU Acceleration for Confidence Regions of Spatial Excursion Sets. https://arxiv.org/abs/2610.25039

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