Bounds on nonlinear errors for variance computation with stochastic rounding

DOI10.1137/23M1563001MaRDI QIDQ6598499zbMATH OpenFDO

Authors Devan Sohier, Pablo de Oliveira Castro, Eric Petit

Publication date 5 September 2024

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1563001

zbMATH Keywords

Doob-Meyer decompositionfloating-point arithmeticnonlinear errorpairwise summationstochastic roundingvariance computation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Algorithms for Computing the Sample Variance: Analysis and Recommendations
• Precision-aware deterministic and probabilistic error bounds for floating point summation
• Probabilistic Error Analysis for Inner Products
• Probability and Computing
• Stochastic rounding and its probabilistic backward error analysis
• Stochastic Rounding Variance and Probabilistic Bounds: A New Approach

Cited in

(2)

• Error analysis of sum-product algorithms under stochastic rounding
• Probabilistic error analysis of limited-precision stochastic rounding

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