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conftrace_

hutchinson method

2 papers

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Co-occurring keywords · papers mentioning both

log-determinant computation (1) stochastic trace estimation (1) chebyshev expansion (1) positive definite matrix (1) trace estimation (1) chebyshev polynomial (1) matrix-vector product (1) matrix-vector multiplication (1) randomized algorithm (1) matrix computation (1)

Papers

Optimal Sketching for Trace Estimation NeurIPS 2021 Large-scale log-determinant computation through stochastic Chebyshev expansions ICML 2015