Devon Troester
College of Sciences
Works (1)
Updated: April 11th, 2023 10:13
2022 journal article
A multilevel approach to stochastic trace estimation
LINEAR ALGEBRA AND ITS APPLICATIONS, 638, 125–149.
author keywords: Spectral function; Trace estimation; Chebyshev approximation; Hutchinson's trace estimator; Multilevel Monte Carlo
topics (OpenAlex): Markov Chains and Monte Carlo Methods; Matrix Theory and Algorithms; Statistical Methods and Inference
Source: Web Of Science
Added: May 2, 2022