Highly Scalable Stencil-Based Matrix-Free Stochastic Estimator for the Diagonal of the Inverse.
Fabio VerbosioJurai KardosMauro BiancoOlaf SchenkPublished in: SBAC-PAD (2018)
Keyphrases
- highly scalable
- symmetric positive definite
- covariance matrix
- orthogonal matrices
- correlation matrix
- matrix inversion
- monte carlo
- jacobian matrix
- positive definite
- data partitioning
- hopfield neural network
- maximum likelihood
- web caching
- least squares
- importance sampling
- stochastic model
- pseudo inverse
- learning automata
- linear algebra
- lower order
- distribution function
- sample size
- riemannian manifolds
- lie group
- variance reduction
- estimation error
- variance estimator