Improved Bounds on Sample Size for Implicit Matrix Trace Estimators.
Farbod Roosta-KhorasaniUri M. AscherPublished in: Found. Comput. Math. (2015)
Keyphrases
- sample size
- variance reduction
- upper bound
- finite sample
- covariance matrix
- vc dimension
- confidence intervals
- worst case
- model selection
- random sampling
- lower bound
- hypothesis tests
- small sample
- small sample size
- statistical tests
- pac learning
- generalization error
- number of training samples
- progressive sampling
- small samples
- monte carlo
- random sample
- singular value decomposition
- data mining
- optimality conditions
- experimental design
- statistical power