Thomas Lumley • 3/15/2016

Trace estimators and impact factors

The article details the author's need to estimate the trace of a large matrix B = A^T A without computing it directly. It explains the use of Hutchinson's randomized trace estimator, which uses random vectors for approximation, discusses implementation choices, and presents a ratio estimation technique to improve accuracy. The content also briefly touches on the paper's impact and journal quality debates.

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#Statistical Computing #Randomized Algorithms #Trace Estimation