{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/improved-bounds-for-randomized-schatten-norm","title":"Improved bounds for randomized Schatten norm estimation of numerically low-rank matrices","arxiv_id":"2408.17414","date":"2024-08-30","proceeding":null,"authors":["Ya-Chi Chu","Alice Cortinovis"],"abstract":"In this work, we analyze the variance of a stochastic estimator for computing Schatten norms of matrices. The estimator extracts information from a single sketch of the matrix, that is, the product of the matrix with a few standard Gaussian random vectors. While this estimator has been proposed and used in the literature before, the existing variance bounds are often pessimistic. Our work provides a new upper bound and estimates of the variance of this estimator. These theoretical findings are supported by numerical experiments, demonstrating that the new bounds are significantly tighter than the existing ones in the case of numerically low-rank matrices.","url_abs":"https://arxiv.org/abs/2408.17414v3","url_pdf":"https://arxiv.org/pdf/2408.17414v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"improved-bounds-for-randomized-schatten-norm","repo_url":"https://github.com/alice94/schatten-norm","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}