Importance Sampling for a Monte Carlo Matrix Multiplication Algorithm, with Application to Information Retrieval

DOI10.1137/10080659XzbMath1228.68065OpenAlexW2055892937WikidataQ57437328 ScholiaQ57437328MaRDI QIDQ3103537

Mary Solbrig, Sylvester Eriksson-Bique, Ralph Abbey, Sarah Warkentin, Ilse C. F. Ipsen, Michael Stefanelli

Publication date: 7 December 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/10080659x

zbMATH Keywords

variancerandomized algorithmexpected valuequery matchingterm-by-document matrix

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Positive matrices and their generalizations; cones of matrices (15B48) Basic linear algebra (15A99) Randomized algorithms (68W20) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

Related Items (8)

Efficient Randomized Algorithms for the Fixed-Precision Low-Rank Matrix Approximation ⋮ Fast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear Algebra ⋮ A literature survey of matrix methods for data science ⋮ Optimal sampling algorithms for block matrix multiplication ⋮ A Multilevel Monte Carlo Estimator for Matrix Multiplication ⋮ Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification ⋮ Unnamed Item ⋮ Randomized Approximation of the Gram Matrix: Exact Computation and Probabilistic Bounds

This page was built for publication: Importance Sampling for a Monte Carlo Matrix Multiplication Algorithm, with Application to Information Retrieval