English
Related papers

Related papers: FlexTrace: Exchangeable Randomized Trace Estimatio…

200 papers

Deep-learning-based compressor has received interests recently due to much improved compression ratio. However, modern approaches suffer from long execution time. To ease this problem, this paper targets on cutting down the execution time…

Machine Learning · Computer Science 2022-04-04 Yu Mao , Yufei Cui , Tei-Wei Kuo , Chun Jason Xue

The standard approach for computing the trace of the inverse of a very large, sparse matrix $A$ is to view the trace as the mean value of matrix quadratures, and use the Monte Carlo algorithm to estimate it. This approach is heavily used in…

High Energy Physics - Lattice · Physics 2013-02-19 Andreas Stathopoulos , Jesse Laeuchli , Kostas Orginos

We consider the problem of estimating the trace of a matrix function $f(A)$. In certain situations, in particular if $f(A)$ cannot be well approximated by a low-rank matrix, combining probing methods based on graph colorings with stochastic…

Numerical Analysis · Mathematics 2023-08-16 Andreas Frommer , Michele Rinelli , Marcel Schweitzer

We report on the use of a stochastic trace estimator algorithm, based on mutually unbiased bases, for evaluating the trace of a matrix differential operator appearing in the context of lattice simulations for the discretized superstring…

High Energy Physics - Lattice · Physics 2022-05-18 Valentina Forini , Bjoern Leder , Nils Wauschkuhn

This work is concerned with computing low-rank approximations of a matrix function $f(A)$ for a large symmetric positive semi-definite matrix $A$, a task that arises in, e.g., statistical learning and inverse problems. The application of…

Numerical Analysis · Mathematics 2023-06-13 David Persson , Daniel Kressner

We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm \epsilon)$ approximation to $tr(A)$ for…

Data Structures and Algorithms · Computer Science 2021-06-14 Raphael A. Meyer , Cameron Musco , Christopher Musco , David P. Woodruff

Trace alignment algorithms have been used in process mining for discovering the consensus treatment procedures and process deviations. Different alignment algorithms, however, may produce very different results. No widely-adopted method…

Other Computer Science · Computer Science 2017-09-21 Moliang Zhou , Sen Yang , Shuyu Lv , Xinyu Li , Shuhong Chen , Ivan Marsic , Richard Farneth , Randall Burd

Detecting Internet routing instability is a critical yet challenging task, particularly when relying solely on endpoint active measurements. This study introduces TRACE, a MachineLearning (ML)pipeline designed to identify route changes…

Networking and Internet Architecture · Computer Science 2026-04-06 Raul Suzuki , Rodrigo Moreira , Pedro Henrique A. Damaso de Melo , Larissa F. Rodrigues Moreira , Flávio de Oliveira Silva

In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…

Statistics Theory · Mathematics 2011-09-14 Olga Klopp

The trace regression model, a direct extension of the well-studied linear regression model, allows one to map matrices to real-valued outputs. We here introduce an even more general model, namely the partial-trace regression model, a family…

Machine Learning · Computer Science 2020-08-26 Hachem Kadri , Stéphane Ayache , Riikka Huusari , Alain Rakotomamonjy , Liva Ralaivola

Leveraging a transferability estimation metric facilitates the non-trivial challenge of selecting the optimal model for the downstream task from a pool of pre-trained models. Most existing metrics primarily focus on identifying the…

Machine Learning · Computer Science 2025-02-25 Prafful Kumar Khoba , Zijian Wang , Chetan Arora , Mahsa Baktashmotlagh

We introduce an algorithm for estimating the trace of a matrix function $f(\mathbf{A})$ using implicit products with a symmetric matrix $\mathbf{A}$. Existing methods for implicit trace estimation of a matrix function tend to treat…

Numerical Analysis · Mathematics 2023-08-30 Tyler Chen , Eric Hallman

We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access the matrix only through matrix vector products. We analyse…

Numerical Analysis · Mathematics 2017-02-17 Arvind K. Saibaba , Alen Alexanderian , Ilse C. F. Ipsen

Using the $\ell_1$-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account…

Machine Learning · Computer Science 2011-09-14 Edouard Grave , Guillaume Obozinski , Francis Bach

The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…

Mathematical Physics · Physics 2008-11-18 D H Gebremedhin , C A Weatherford , X Zhang , A Wynn , G Tanaka

Constructing valid and informative conformal prediction regions for multi-dimensional outputs remains a fundamental challenge. While conformal prediction provides finite-sample, distribution-free coverage guarantees, its practical…

Machine Learning · Statistics 2026-05-11 Zhenhan Fang , Aixin Tan , Jian Huang

Because tensor data appear more and more frequently in various scientific researches and real-world applications, analyzing the relationship between tensor features and the univariate outcome becomes an elementary task in many fields. To…

Machine Learning · Computer Science 2019-12-04 Jiaqi Zhang , Beilun Wang

We present SuperTracer, a Mathematica package aimed at facilitating the functional matching procedure for generic UV models. This package automates the most tedious parts of one-loop functional matching computations. Namely, the…

High Energy Physics - Phenomenology · Physics 2021-08-03 Javier Fuentes-Martin , Matthias König , Julie Pagès , Anders Eller Thomsen , Felix Wilsch

We study the problem of estimating the trace of a matrix $\mathbf{A}$ that can only be accessed through Kronecker-matrix-vector products. That is, for any Kronecker-structured vector $\mathrm{x} = \otimes_{i=1}^k \mathrm{x}_i$, we can…

Data Structures and Algorithms · Computer Science 2025-02-03 Raphael A. Meyer , Haim Avron

A widely used approach to compute the action $f(A)v$ of a matrix function $f(A)$ on a vector $v$ is to use a rational approximation $r$ for $f$ and compute $r(A)v$ instead. If $r$ is not computed adaptively as in rational Krylov methods,…

Numerical Analysis · Mathematics 2021-09-09 Andreas Frommer , Karsten Kahl , Manuel Tsolakis