Improved bounds for small-sample estimation

DOI10.1137/17M1137541MaRDI QIDQ4569574zbMATH OpenOpenAlexWikidataFDO

Authors Serge Gratton, David Titley-Peloquin

Publication date 25 June 2018

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/17m1137541

zbMATH Keywords

statistical estimationnorm estimationcondition number estimationmatrix Frobenius norm

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

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Cited in

(17)

• Randomized sketching of nonlinear eigenvalue problems
• Computing the quadratic numerical range
• Error bounds for computed least squares estimators
• On randomized trace estimates for indefinite matrices with an application to determinants
• scientific article; zbMATH DE number 4161919 (Why is no real title available?)
• scientific article; zbMATH DE number 5717616 (Why is no real title available?)
• Improved Small Domain Estimation via Compromise Regression Weights
• Improved Variants of the Hutch++ Algorithm for Trace Estimation
• Krylov-Aware Stochastic Trace Estimation
• Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD
• Streaming low-rank matrix approximation with an application to scientific simulation
• Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
• Randomized numerical linear algebra: Foundations and algorithms
• Small-Sample Statistical Estimates for Matrix Norms
• scientific article; zbMATH DE number 679514 (Why is no real title available?)
• Norm and trace estimation with random rank-one vectors
• Rigorous error control methods for estimating means of bounded random variables

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