Sign in
A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix.
Andreas Frommer
Mostafa Nasr Khalil
Gustavo Ramirez-Hidalgo
Published in:
SIAM J. Sci. Comput. (2022)
Keyphrases
</>
variance reduction
monte carlo
importance sampling
gradient estimation
sample size
bias variance decomposition
quasi monte carlo
markov chain
random numbers
support vector machine
feature space
covariance matrix
approximate inference