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math.NA2023★ 1 cited
ContHutch++: Stochastic trace estimation for implicit integral operators
Jennifer Zvonek, Andrew Horning, Alex Townsend
Hutchinson's estimator is a randomized algorithm that computes an -approximation to the trace of any positive semidefinite matrix using matrix-vector produc…
math.NA2023
The limiting distribution of a random variable transformed by Chebyshev Polynomials
Javier Chico Vazquez, Andrew J. Horning
In this paper we present the result of successively applying a Chebyshev polynomial to a continuous random variable. In particular we show that under mild assumptions the limiting…