Improved Bounds for Small-Sample Estimation
Résumé
We derive improved error bounds for small-sample statistical estimation of the matrixFrobenius norm. The bounds rigorously establish that small-sample estimators provide reliable order-of-magnitude estimates of norms and condition numbers, for matrices of arbitrary rank, even whenvery few random samples are used.
Origine | Fichiers produits par l'(les) auteur(s) |
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