Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix.

Eric Hallman Ilse C. F. Ipsen Arvind K. Saibaba

Published in: SIAM J. Matrix Anal. Appl. (2023)

Keyphrases

monte carlo methods
symmetric matrix
monte carlo
covariance matrix
bayesian networks
semidefinite programming
machine learning
feature selection
pattern recognition
evolutionary algorithm
maximum likelihood
eigenvalue decomposition