Importance sampling for a Monte Carlo matrix multiplication algorithm, with application to information retrieval

DOI10.1137/10080659XzbMATH Open1228.68065OpenAlexW2055892937WikidataQ57437328 ScholiaQ57437328MaRDI QIDQ3103537FDOQ3103537

Authors: Sylvester Eriksson-Bique, Mary Solbrig, Michael Stefanelli, Sarah Warkentin, Ralph Abbey, Ilse C. F. Ipsen 

Publication date: 7 December 2011

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

Full work available at URL: https://doi.org/10.1137/10080659x

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zbMATH Keywords

randomized algorithmvarianceexpected valuequery matchingterm-by-document matrix

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87) Randomized algorithms (68W20) Basic linear algebra (15A99) Positive matrices and their generalizations; cones of matrices (15B48)

Cited In (8)

• Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
• A numerical study of efficient sampling strategies for randomized singular value decomposition
• Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification
• Randomized approximation of the Gram matrix: exact computation and probabilistic bounds
• A literature survey of matrix methods for data science
• Efficient randomized algorithms for the fixed-precision low-rank matrix approximation
• A multilevel Monte Carlo estimator for matrix multiplication
• Optimal sampling algorithms for block matrix multiplication

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