A multilevel Monte Carlo estimator for matrix multiplication

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...

Полное описание

Библиографические подробности
Главные авторы:	Wu, Y, Polydorides, N
Формат:	Journal article
Язык:	English
Опубликовано:	Society for Industrial & Applied Mathematics 2020

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