Improved bounds for small-sample estimation
DOI10.1137/17M1137541zbMATH Open1451.65044OpenAlexW2804648164WikidataQ129782041 ScholiaQ129782041MaRDI QIDQ4569574FDOQ4569574
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
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Cited In (17)
- Error bounds for computed least squares estimators
- Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
- Title not available (Why is that?)
- Randomized numerical linear algebra: Foundations and algorithms
- Krylov-Aware Stochastic Trace Estimation
- Computing the quadratic numerical range
- Title not available (Why is that?)
- On randomized trace estimates for indefinite matrices with an application to determinants
- Randomized sketching of nonlinear eigenvalue problems
- Improved Variants of the Hutch++ Algorithm for Trace Estimation
- Title not available (Why is that?)
- Small-Sample Statistical Estimates for Matrix Norms
- Rigorous error control methods for estimating means of bounded random variables
- Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD
- Norm and trace estimation with random rank-one vectors
- Improved Small Domain Estimation via Compromise Regression Weights
- Streaming low-rank matrix approximation with an application to scientific simulation
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