Fast estimation of tr(f(A)) via stochastic Lanczos quadrature
From MaRDI portal
Publication:4588935
Recommendations
- A posteriori error estimate for computing \(\operatorname{tr}(f(A))\) by using the Lanczos method.
- A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
- Randomized matrix-free trace and log-determinant estimators
- On randomized trace estimates for indefinite matrices with an application to determinants
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
Cites work
- scientific article; zbMATH DE number 1083101 (Why is no real title available?)
- scientific article; zbMATH DE number 2061729 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- A new status index derived from sociometric analysis
- A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
- An estimator for the diagonal of a matrix
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
- Approximating spectral densities of large matrices
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Approximation theory and approximation practice
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Calculation of Gauss Quadrature Rules
- Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
- Computing \(f(A)b\) via least squares polynomial approximations
- Efficient estimation of eigenvalue counts in an interval.
- Estimates in quadratic formulas
- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
- Exact matrix completion via convex optimization
- Fast Estimation of Approximate Matrix Ranks Using Spectral Densities
- Functions of Matrices
- Gaussian Markov Random Fields
- Gaussian processes for machine learning.
- How accurately should I compute implicit matrix-vector products when applying the Hutchinson trace estimator?
- Improved bounds on sample size for implicit matrix trace estimators
- Log-determinant relaxation for approximate inference in discrete Markov random fields
- Matrices, moments and quadrature with applications
- Matrix inverse trigonometric and inverse hyperbolic functions: theory and algorithms
- On sketching matrix norms and the top singular vector
- Parameter estimation in high dimensional Gaussian distributions
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Rough and ready error estimates in Gaussian integration of analytic functions
- Sketching and embedding are equivalent for norms
- Smooth function topological structure descriptors based on graph-spectra
- Some large-scale matrix computation problems
- Stochastic approximation of score functions for Gaussian processes
- The University of Florida sparse matrix collection
Cited in
(38)- A posteriori error estimate for computing \(\operatorname{tr}(f(A))\) by using the Lanczos method.
- Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Faster stochastic trace estimation with a Chebyshev product identity
- On randomized trace estimates for indefinite matrices with an application to determinants
- The short-term rational Lanczos method and applications
- Randomized block Krylov subspace methods for trace and log-determinant estimators
- Error Bounds for Lanczos-Based Matrix Function Approximation
- Numerical solution of a class of quasi-linear matrix equations
- Linear-Cost Covariance Functions for Gaussian Random Fields
- Shifted extended global Lanczos processes for trace estimation with application to network analysis
- Spectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and Hardness
- Ranking edges by their impact on the spectral complexity of information diffusion over networks
- Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms
- Krylov-Aware Stochastic Trace Estimation
- XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
- Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions
- Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices
- Computing trace of function of matrix
- Efficient Covariance Approximations for Large Sparse Precision Matrices
- Faster randomized partial trace estimation
- Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods
- The global Golub-Kahan method and Gauss quadrature for tensor function approximation
- A multilevel approach to stochastic trace estimation
- Randomized numerical linear algebra: Foundations and algorithms
- A Unifying Generative Model for Graph Learning Algorithms: Label Propagation, Graph Convolutions, and Combinations
- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- Bounding matrix functionals via partial global block Lanczos decomposition
- Estimates of the trace of the inverse of a symmetric matrix using the modified Chebyshev algorithm
- A literature survey of matrix methods for data science
- FANOK: knockoffs in linear time
- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
- Conditional gradient method for double-convex fractional programming matrix problems
- Locally induced Gaussian processes for large-scale simulation experiments
- A general scheme for log-determinant computation of matrices via stochastic polynomial approximation
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- Randomized Low-Rank Approximation of Monotone Matrix Functions
- A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
This page was built for publication: Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4588935)
