XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation (Q6180350)

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scientific article; zbMATH DE number 7791517
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XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
scientific article; zbMATH DE number 7791517

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    XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation (English)
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    19 January 2024
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    trace estimation
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    low-rank approximation
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    exchangeability
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    variance reduction
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    randomized algorithm
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