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

DOI10.1137/10080659XMaRDI QIDQ3103537zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

expected valuequery matchingrandomized algorithmterm-by-document matrixvariance

Mathematics Subject Classification ID

Basic linear algebra (15A99) Positive matrices and their generalizations; cones of matrices (15B48) 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)

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Cited in

(9)

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

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