Hutch++: Optimal Stochastic Trace Estimation.
Raphael A. MeyerCameron MuscoChristopher MuscoDavid P. WoodruffPublished in: CoRR (2020)
Keyphrases
- state dependent
- dynamic programming
- locally optimal
- optimal control
- stochastic dynamic programming
- optimal solution
- learning algorithm
- scheduling problem
- worst case
- closed form
- density estimation
- real time
- estimation error
- estimation algorithm
- optimal design
- accurate estimation
- estimation accuracy
- learning automata
- image segmentation
- estimation process
- information retrieval