Vectorizing merge/union of two sorted arrays

Question

I have recently started looking into opportunities to speed up my code by using vector instructions. My code heavily relies on operations with sets - for simplicity let us assume that these are represented as sorted arrays of 16bit unsigned integers. The operations I need to perform are:

1. Intersection (i.e., each element contained in both sets is to be present in the output set)
2. Union (i.e., each element that is contained in at least one of the sets is to be present in the output set exactly once)
3. Merge (works exactly as merge in merge-sort, the output is a sorted "concatenation" of both arrays)

I have found works focusing on vectorizing intersection (e.g., http://www.adms-conf.org/p1-SCHLEGEL.pdf) but I had little luck with finding anything for the other two operations. I am curious, is it possible to speed up also the other two operations by vectorization? (I am targeting CPUs either with AVX or AVX2 instruction sets.)