Hutch++: Optimal Stochastic Trace Estimation.

Raphael A. Meyer Cameron Musco Christopher Musco David P. Woodruff

Published in: SOSA (2021)

Keyphrases

globally optimal
optimal control
closed form
stochastic dynamic programming
locally optimal
dynamic programming
case study
worst case
monte carlo
optimal solution
estimation error
learning automata
stochastic optimization
evolutionary algorithm
reinforcement learning
optimal strategy
website
database