Improved Bounds for Small-Sample Estimation

DOI10.1137/17M1137541zbMath1451.65044OpenAlexW2804648164WikidataQ129782041 ScholiaQ129782041MaRDI QIDQ4569574

Serge Gratton, David Titley-Peloquin

Publication date: 25 June 2018

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1137541

zbMATH Keywords

statistical estimationnorm estimationcondition number estimationmatrix Frobenius norm

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items (9)

Randomized numerical linear algebra: Foundations and algorithms ⋮ Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems ⋮ Improved Variants of the Hutch++ Algorithm for Trace Estimation ⋮ On randomized trace estimates for indefinite matrices with an application to determinants ⋮ Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD ⋮ Krylov-Aware Stochastic Trace Estimation ⋮ Norm and Trace Estimation with Random Rank-one Vectors ⋮ Error bounds for computed least squares estimators ⋮ Streaming Low-Rank Matrix Approximation with an Application to Scientific Simulation

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