Parallel Computing of Kernel Density Estimates with MPI

  • Authors:
  • Szymon Łukasik

  • Affiliations:
  • Department of Automatic Control, Cracow University of Technology, ul. Warszawska 24, 31-155 Cracow, Poland

  • Venue:
  • ICCS '07 Proceedings of the 7th international conference on Computational Science, Part III: ICCS 2007
  • Year:
  • 2007

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Abstract

Kernel density estimation is nowadays a very popular tool for nonparametric probabilistic density estimation. One of its most important disadvantages is computational complexity of calculations needed, especially for data-based bandwidth selection and adaptation of bandwidth coefficient. The article presents parallel methods which can significantly improve calculation time. Results of using reference implementation based on Message Passing Interface standard in multicomputer environment are included as well as a discussion on effectiveness of parallelization.