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math.NA2017★ 1 cited
Entropic Trace Estimates for Log Determinants
Jack Fitzsimons, Diego Granziol, Kurt Cutajar +3
The scalable calculation of matrix determinants has been a bottleneck to the widespread application of many machine learning methods such as determinantal point processes, Gaussian…
math.NA2016★ 12 cited
Improved stochastic trace estimation using mutually unbiased bases
J. K. Fitzsimons, M. A. Osborne, S. J. Roberts +1
We examine the problem of estimating the trace of a matrix when given access to an oracle which computes for an input vector . We make use of the basis vecto…