A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
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Publication:5097607
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Cites work
- scientific article; zbMATH DE number 1953444 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- A multilevel approach to stochastic trace estimation
- A posteriori error estimate for computing \(\operatorname{tr}(f(A))\) by using the Lanczos method.
- A probing method for computing the diagonal of a matrix inverse.
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- Adaptive Smoothed Aggregation ($\alpha$SA) Multigrid
- Adaptive aggregation-based domain decomposition multigrid for the lattice Wilson-Dirac operator
- An estimator for the diagonal of a matrix
- Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions
- Approximating spectral densities of large matrices
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Deflation as a method of variance reduction for estimating the trace of a matrix inverse
- Disconnected loop subtraction methods in lattice QCD
- Extending Hierarchical Probing for Computing the Trace of Matrix Inverses
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Functions of Matrices
- Gauge Invariance and Mass. II
- Gaussian Markov Random Fields
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Hierarchical probing for estimating the trace of the matrix inverse on toroidal lattices
- Improved bounds on sample size for implicit matrix trace estimators
- Low-energy couplings of QCD from topological zero-mode wave functions
- Multigrid deflation for lattice QCD
- Network properties revealed through matrix functions
- Noise methods for flavor singlet quantities
- On randomized trace estimates for indefinite matrices with an application to determinants
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Shifted extended global Lanczos processes for trace estimation with application to network analysis
- Towards algebraic multigrid for elliptic problems of second order
- Variance reduction with practical all-to-all lattice propagators
Cited in
(8)- Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Deflation as a method of variance reduction for estimating the trace of a matrix inverse
- How accurately should I compute implicit matrix-vector products when applying the Hutchinson trace estimator?
- Multigrid deflation for lattice QCD
- A multilevel Monte Carlo estimator for matrix multiplication
- A multilevel approach to stochastic trace estimation
- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
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