Monte Carlo Estimators for the Schatten p-norm of Symmetric Positive Semidefinite Matrices.
Ethan DudleyArvind K. SaibabaAlen AlexanderianPublished in: CoRR (2020)
Keyphrases
- monte carlo
- positive semidefinite matrices
- complementarity problems
- variance reduction
- positive semidefinite
- conditional density estimation
- confidence intervals
- markov chain
- convex sets
- importance sampling
- semidefinite programming
- monte carlo tree search
- variational inequalities
- particle filter
- semidefinite
- embedding space
- kernel matrix
- metric learning
- linear combination
- machine learning
- linear complementarity problem
- text classification
- upper bound
- high dimensional
- feature space