A multilevel Monte Carlo estimator for matrix multiplication
Inspired by recent developments in multilevel Monte Carlo (MLMC) methods and randomized sketching for linear algebra problems, we propose an MLMC estimator for real-time processing of matrix structured random data. Our algorithm is particularly effective in handling high-dimensional inner products a...
| 主要な著者: | , |
|---|---|
| フォーマット: | Journal article |
| 言語: | English |
| 出版事項: |
Society for Industrial & Applied Mathematics
2020
|