# A Multilevel Monte Carlo Estimator for Matrix Multiplication

## TL;DR

This paper introduces a multilevel Monte Carlo estimator designed for efficient real-time matrix multiplication, leveraging recent advances in MLMC and randomized sketching to handle high-dimensional data in image analysis and large-scale learning.

## Contribution

It presents a novel MLMC estimator tailored for matrix operations, combining multilevel techniques with randomized sketching for improved efficiency.

## Key findings

- Effective in high-dimensional inner products
- Suitable for real-time matrix multiplication
- Applicable to image analysis and large-scale learning

## Abstract

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is particularly effective in handling high-dimensional inner products and matrix multiplication, in applications of image analysis and large-scale supervised learning.