Efficient Parallel Computation of the Estimated Covariance Matrix
Oded GreenLior DavidAmi GalperinYitzhak BirkPublished in: CoRR (2013)
Keyphrases
- covariance matrix
- parallel computation
- multivariate gaussian
- covariance matrices
- parallel algorithm
- principal component analysis
- estimation error
- parallel processing
- correlation matrix
- sample size
- eigenvalues and eigenvectors
- gaussian mixture
- mahalanobis distance
- integral image
- geometrical interpretation
- eigendecomposition
- fine grained
- higher order