Matches in SemOpenAlex for { <https://semopenalex.org/work/W4385890204> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W4385890204 abstract "We consider the problem of estimating the trace of a matrix function $f(A)$. In certain situations, in particular if $f(A)$ cannot be well approximated by a low-rank matrix, combining probing methods based on graph colorings with stochastic trace estimation techniques can yield accurate approximations at moderate cost. So far, such methods have not been thoroughly analyzed, though, but were rather used as efficient heuristics by practitioners. In this manuscript, we perform a detailed analysis of stochastic probing methods and, in particular, expose conditions under which the expected approximation error in the stochastic probing method scales more favorably with the dimension of the matrix than the error in non-stochastic probing. Extending results from [E. Aune, D. P. Simpson, J. Eidsvik, Parameter estimation in high dimensional Gaussian distributions, Stat. Comput., 24, pp. 247--263, 2014], we also characterize situations in which using just one stochastic vector is always -- not only in expectation -- better than the deterministic probing method. Several numerical experiments illustrate our theory and compare with existing methods." @default.
- W4385890204 created "2023-08-17" @default.
- W4385890204 creator A5029761211 @default.
- W4385890204 creator A5072635213 @default.
- W4385890204 creator A5090990730 @default.
- W4385890204 date "2023-08-15" @default.
- W4385890204 modified "2023-09-27" @default.
- W4385890204 title "Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices" @default.
- W4385890204 doi "https://doi.org/10.48550/arxiv.2308.07722" @default.
- W4385890204 hasPublicationYear "2023" @default.
- W4385890204 type Work @default.
- W4385890204 citedByCount "0" @default.
- W4385890204 crossrefType "posted-content" @default.
- W4385890204 hasAuthorship W4385890204A5029761211 @default.
- W4385890204 hasAuthorship W4385890204A5072635213 @default.
- W4385890204 hasAuthorship W4385890204A5090990730 @default.
- W4385890204 hasBestOaLocation W43858902041 @default.
- W4385890204 hasConcept C106487976 @default.
- W4385890204 hasConcept C11413529 @default.
- W4385890204 hasConcept C114614502 @default.
- W4385890204 hasConcept C121332964 @default.
- W4385890204 hasConcept C126255220 @default.
- W4385890204 hasConcept C127705205 @default.
- W4385890204 hasConcept C138885662 @default.
- W4385890204 hasConcept C159985019 @default.
- W4385890204 hasConcept C163716315 @default.
- W4385890204 hasConcept C164226766 @default.
- W4385890204 hasConcept C192562407 @default.
- W4385890204 hasConcept C28826006 @default.
- W4385890204 hasConcept C33676613 @default.
- W4385890204 hasConcept C33923547 @default.
- W4385890204 hasConcept C41008148 @default.
- W4385890204 hasConcept C41895202 @default.
- W4385890204 hasConcept C62520636 @default.
- W4385890204 hasConcept C75291252 @default.
- W4385890204 hasConceptScore W4385890204C106487976 @default.
- W4385890204 hasConceptScore W4385890204C11413529 @default.
- W4385890204 hasConceptScore W4385890204C114614502 @default.
- W4385890204 hasConceptScore W4385890204C121332964 @default.
- W4385890204 hasConceptScore W4385890204C126255220 @default.
- W4385890204 hasConceptScore W4385890204C127705205 @default.
- W4385890204 hasConceptScore W4385890204C138885662 @default.
- W4385890204 hasConceptScore W4385890204C159985019 @default.
- W4385890204 hasConceptScore W4385890204C163716315 @default.
- W4385890204 hasConceptScore W4385890204C164226766 @default.
- W4385890204 hasConceptScore W4385890204C192562407 @default.
- W4385890204 hasConceptScore W4385890204C28826006 @default.
- W4385890204 hasConceptScore W4385890204C33676613 @default.
- W4385890204 hasConceptScore W4385890204C33923547 @default.
- W4385890204 hasConceptScore W4385890204C41008148 @default.
- W4385890204 hasConceptScore W4385890204C41895202 @default.
- W4385890204 hasConceptScore W4385890204C62520636 @default.
- W4385890204 hasConceptScore W4385890204C75291252 @default.
- W4385890204 hasLocation W43858902041 @default.
- W4385890204 hasOpenAccess W4385890204 @default.
- W4385890204 hasPrimaryLocation W43858902041 @default.
- W4385890204 hasRelatedWork W1555873941 @default.
- W4385890204 hasRelatedWork W1603450860 @default.
- W4385890204 hasRelatedWork W1607154928 @default.
- W4385890204 hasRelatedWork W1841698145 @default.
- W4385890204 hasRelatedWork W1988065212 @default.
- W4385890204 hasRelatedWork W2075569767 @default.
- W4385890204 hasRelatedWork W2383986235 @default.
- W4385890204 hasRelatedWork W2964250676 @default.
- W4385890204 hasRelatedWork W4229076095 @default.
- W4385890204 hasRelatedWork W4234996786 @default.
- W4385890204 isParatext "false" @default.
- W4385890204 isRetracted "false" @default.
- W4385890204 workType "article" @default.