Parallel computation of high dimensional robust correlation and covariance matrices.
James ChilsonRaymond T. NgAlan WagnerRuben H. ZamarPublished in: KDD (2004)
Keyphrases
- parallel computation
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- parallel algorithm
- parallel processing
- vector space
- gaussian mixture model
- parallel implementation
- multivariate normal
- gaussian distribution
- distance measure
- parallel computing
- learning algorithm
- gaussian mixture
- shared memory
- parameter space
- sample size
- feature space