730 citations · 2.8k across the 62 of their papers we have counts for
3 papers · 1 filter
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…
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…
Probabilistic Numerics and Uncertainty in Computations
Philipp Hennig, Michael A Osborne, Mark Girolami
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equation…