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KDD
2004
ACM
118views Data Mining» more  KDD 2004»
14 years 5 months ago
Parallel computation of high dimensional robust correlation and covariance matrices
The computation of covariance and correlation matrices are critical to many data mining applications and processes. Unfortunately the classical covariance and correlation matrices...
James Chilson, Raymond T. Ng, Alan Wagner, Ruben H...
ALGORITHMICA
2006
79views more  ALGORITHMICA 2006»
13 years 4 months ago
Parallel Computation of High-Dimensional Robust Correlation and Covariance Matrices
James Chilson, Raymond T. Ng, Alan Wagner, Ruben H...
CVPR
2008
IEEE
14 years 6 months ago
Dimensionality reduction using covariance operator inverse regression
We consider the task of dimensionality reduction for regression (DRR) whose goal is to find a low dimensional representation of input covariates, while preserving the statistical ...
Minyoung Kim, Vladimir Pavlovic
CVPR
2008
IEEE
14 years 6 months ago
Robust tensor factorization using R1 norm
Over the years, many tensor based algorithms, e.g. two dimensional principle component analysis (2DPCA), two dimensional singular value decomposition (2DSVD), high order SVD, have...
Heng Huang, Chris H. Q. Ding