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...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
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Society for Industrial & Applied Mathematics
2020
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| _version_ | 1826271660012994560 |
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| author | Wu, Y Polydorides, N |
| author_facet | Wu, Y Polydorides, N |
| author_sort | Wu, Y |
| collection | OXFORD |
| description | 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 and matrix multiplication, and finds applications in computer vision and large-scale supervised learning. |
| first_indexed | 2024-03-06T22:00:09Z |
| format | Journal article |
| id | oxford-uuid:4e4c2699-26dc-44f2-aef2-c41e1b5b68b0 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-06T22:00:09Z |
| publishDate | 2020 |
| publisher | Society for Industrial & Applied Mathematics |
| record_format | dspace |
| spelling | oxford-uuid:4e4c2699-26dc-44f2-aef2-c41e1b5b68b02022-03-26T16:00:25ZA multilevel Monte Carlo estimator for matrix multiplicationJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:4e4c2699-26dc-44f2-aef2-c41e1b5b68b0EnglishSymplectic ElementsSociety for Industrial & Applied Mathematics2020Wu, YPolydorides, NInspired 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 and matrix multiplication, and finds applications in computer vision and large-scale supervised learning. |
| spellingShingle | Wu, Y Polydorides, N A multilevel Monte Carlo estimator for matrix multiplication |
| title | A multilevel Monte Carlo estimator for matrix multiplication |
| title_full | A multilevel Monte Carlo estimator for matrix multiplication |
| title_fullStr | A multilevel Monte Carlo estimator for matrix multiplication |
| title_full_unstemmed | A multilevel Monte Carlo estimator for matrix multiplication |
| title_short | A multilevel Monte Carlo estimator for matrix multiplication |
| title_sort | multilevel monte carlo estimator for matrix multiplication |
| work_keys_str_mv | AT wuy amultilevelmontecarloestimatorformatrixmultiplication AT polydoridesn amultilevelmontecarloestimatorformatrixmultiplication AT wuy multilevelmontecarloestimatorformatrixmultiplication AT polydoridesn multilevelmontecarloestimatorformatrixmultiplication |