arXiv Machine Learning By Zvonimir Bujanovi\'c, Daniel Kressner, Hrvoje Oli\'c

Stochastic trace estimation with tensor train random vectors

Read the original on arXiv Machine Learning →

arXiv:2606. 15679v1 Announce Type: cross Abstract: Stochastic trace estimation is a standard tool for approximating the trace of a large-scale matrix available only through matrix-vector products.

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