Improved bounds on sample size for implicit matrix trace estimators.
Farbod Roosta-KhorasaniUri M. AscherPublished in: CoRR (2013)
Keyphrases
- sample size
- variance reduction
- finite sample
- upper bound
- covariance matrix
- vc dimension
- confidence intervals
- worst case
- random sampling
- model selection
- small sample size
- statistical power
- small sample
- lower bound
- number of training samples
- statistical tests
- small samples
- experimental design
- generalization error
- singular value decomposition
- hypothesis tests
- statistical hypothesis testing
- cross validation
- machine learning
- random sample
- pairwise
- association rules
- progressive sampling