Pages that link to "Item:Q5350223"

The following pages link to Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations (Q5350223):

Displaying 17 items.

• Conditional gradient method for double-convex fractional programming matrix problems (Q1706413) (← links)
• A general scheme for log-determinant computation of matrices via stochastic polynomial approximation (Q1732398) (← links)
• Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms (Q2029823) (← links)
• Randomized block Krylov subspace methods for trace and log-determinant estimators (Q2045172) (← links)
• A multilevel approach to stochastic trace estimation (Q2074958) (← links)
• Faster stochastic trace estimation with a Chebyshev product identity (Q2233297) (← links)
• A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (Q2404966) (← links)
• On randomized trace estimates for indefinite matrices with an application to determinants (Q2671299) (← links)
• Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices (Q2672173) (← links)
• Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (Q4588935) (← links)
• (Q4633029) (← links)
• Spectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and Hardness (Q4993271) (← links)
• A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix (Q5097607) (← links)
• Krylov-Aware Stochastic Trace Estimation (Q6094742) (← links)
• Linear-Cost Covariance Functions for Gaussian Random Fields (Q6107197) (← links)
• Solving trust region subproblems using Riemannian optimization (Q6109916) (← links)
• Faster randomized partial trace estimation (Q6638206) (← links)