XTrace: Making the Most of Every Sample in Stochastic Trace Estimation.

Ethan N. Epperly Joel A. Tropp Robert J. Webber

Published in: SIAM J. Matrix Anal. Appl. (2024)

Keyphrases

estimation algorithm
robust estimation
density estimation
maximum likelihood estimation
accurate estimation
stochastic processes
learning automata
data sets
artificial intelligence
training set
maximum likelihood
error analysis
estimation accuracy