Beyond Expectation: Concentration Inequalities for Randomized Iterative Methods

MaRDI QIDQ7205208arXivFDO

Authors Toby Anderson, Max Collins, Jamie Haddock, Jackie Lok, Elizaveta Rebrova

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Large deviations (60F10) Martingales with discrete parameter (60G42) Iterative numerical methods for linear systems (65F10) Randomized algorithms (68W20) Convex programming (90C25)

arXiv classification

math.NA

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