Hans Becker, Frank Schmidt, et al.
Photomask and Next-Generation Lithography Mask Technology 2004
Monte Carlo matrix trace estimation is a popular randomized technique to estimate the trace of implicitly-defined matrices via averaging quadratic forms across several observations of a random vector. The most common approach to analyze the quality of such estimators is to consider the variance over the total number of observations. In this paper we present a procedure to compute the variance of the estimator proposed by Kong and Valiant [Ann. Statist. 45 (5), pp. 2218 - 2247] for the case of Gaussian random vectors and provide a sharper bound than previously available.
Hans Becker, Frank Schmidt, et al.
Photomask and Next-Generation Lithography Mask Technology 2004
Ruixiong Tian, Zhe Xiang, et al.
Qinghua Daxue Xuebao/Journal of Tsinghua University
Moutaz Fakhry, Yuri Granik, et al.
SPIE Photomask Technology + EUV Lithography 2011
R.B. Morris, Y. Tsuji, et al.
International Journal for Numerical Methods in Engineering