Gratton, Serge
and Titley-Peloquin, David
Improved Bounds for Small-Sample Estimation.
(2018)
SIAM Journal on Matrix Analysis and Applications, 39 (2). 922-931. ISSN 0895-4798
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(Document in English)
PDF (Author's version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader 323kB |
Official URL: https://doi.org/10.1137/17M1137541
Abstract
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.
| Item Type: | Article |
|---|---|
| HAL Id: | hal-02147979 |
| Audience (journal): | International peer-reviewed journal |
| Uncontrolled Keywords: | |
| Institution: | French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE) Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE) Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE) Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE) Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE) Other partners > Université McGill (CANADA) |
| Laboratory name: | |
| Statistics: | download |
| Deposited By: | IRIT IRIT |
| Deposited On: | 14 May 2019 12:20 |
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