Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
From MaRDI portal
Publication:3016255
DOI10.1145/1944345.1944349zbMath1327.68331OpenAlexW2057450058WikidataQ56621423 ScholiaQ56621423MaRDI QIDQ3016255
Publication date: 14 July 2011
Published in: Journal of the ACM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/1944345.1944349
Determinants, permanents, traces, other special matrix functions (15A15) Randomized algorithms (68W20)
Related Items
Algorithms that satisfy a stopping criterion, probably, Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix, Stochastic algorithms for self-consistent calculations of electronic structures, Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems, A multigrid preconditioner for tensor product spline smoothing, Experimental Design for Nonparametric Correction of Misspecified Dynamical Models, Updating and Downdating Techniques for Optimizing Network Communicability, A Unifying Generative Model for Graph Learning Algorithms: Label Propagation, Graph Convolutions, and Combinations, A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems, Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments, Spectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and Hardness, Improved Bounds for Small-Sample Estimation, A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix, Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse, Randomized matrix-free trace and log-determinant estimators, Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems, Improved Variants of the Hutch++ Algorithm for Trace Estimation, On randomized trace estimates for indefinite matrices with an application to determinants, Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices, Improved bounds on sample size for implicit matrix trace estimators, A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix, Schur properties of convolutions of gamma random variables, Probing for the Trace Estimation of a Permuted Matrix Inverse Corresponding to a Lattice Displacement, A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem, Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature, Optimal Experimental Design for Inverse Problems in the Presence of Observation Correlations, Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations, A literature survey of matrix methods for data science, A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices, GCV for Tikhonov regularization by partial SVD, Estimating the trace of matrix functions with application to complex networks, M-IHS: an accelerated randomized preconditioning method avoiding costly matrix decompositions, Efficient estimation of eigenvalue counts in an interval, Adaptive minimax optimality in statistical inverse problems via SOLIT—Sharp Optimal Lepskiĭ-Inspired Tuning, The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation, Extending Hierarchical Probing for Computing the Trace of Matrix Inverses, Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices, An Augmented Matrix-Based CJ-FEAST SVDsolver for Computing a Partial Singular Value Decomposition with the Singular Values in a Given Interval, A parameter choice rule for Tikhonov regularization based on predictive risk, A scalable framework for multi-objective PDE-constrained design of building insulation under uncertainty, Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides, Hypercontractivity via tensor calculus, Conditional gradient method for double-convex fractional programming matrix problems, Stochastic approximation of score functions for Gaussian processes, Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty, Fast Estimation of Approximate Matrix Ranks Using Spectral Densities, Approximation of the Diagonal of a Laplacian’s Pseudoinverse for Complex Network Analysis, Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations, Solving large-scale interior eigenvalue problems to investigate the vibrational properties of the boson peak regime in amorphous materials, Norm and Trace Estimation with Random Rank-one Vectors, Direct optimization of BPX preconditioners, Randomized estimation of spectral densities of large matrices made accurate, Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse, Robust inversion, dimensionality reduction, and randomized sampling, Efficient D-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems, Error bounds for computed least squares estimators, Interpolation of Inverse Operators for Preconditioning Parameter-Dependent Equations, Black-box learning of multigrid parameters, Approximating Spectral Densities of Large Matrices, Randomized block Krylov subspace methods for trace and log-determinant estimators, Full Waveform Inversion Using Extended and Simultaneous Sources, Sampled Tikhonov regularization for large linear inverse problems, Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion, Stochastic estimates for the trace of functions of matrices via Hadamard matrices, Stochastic sampling for deterministic structural topology optimization with many load cases: density-based and ground structure approaches, GCV for Tikhonov regularization via global Golub–Kahan decomposition, Scalable Matrix-Free Adaptive Product-Convolution Approximation for Locally Translation-Invariant Operators, Streaming Low-Rank Matrix Approximation with an Application to Scientific Simulation, How Accurately Should I Compute Implicit Matrix-Vector Products When Applying the Hutchinson Trace Estimator?, Sequentially optimized projections in x-ray imaging *, Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review, Unnamed Item, Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\), Bounding matrix functionals via partial global block Lanczos decomposition, Optimal Regularized Inverse Matrices for Inverse Problems