Stochastic diagonal estimation: probabilistic bounds and an improved algorithm.
Robert A. BastonYuji NakatsukasaPublished in: CoRR (2022)
Keyphrases
- model selection
- parameter estimation
- stage stochastic programs
- stochastic context free grammars
- upper bound
- lower bound
- probabilistic model
- bayesian networks
- neural network
- worst case
- continuous valued
- stochastic model
- monte carlo
- data driven
- covariance matrix
- uncertain data
- probabilistic reasoning
- accurate estimation
- stochastic optimization
- forward and backward
- stochastic programming
- tight bounds
- generative model
- information theoretic
- belief networks
- upper and lower bounds
- multi class
- probability distribution