相关论文: Hutchinson's Estimator is Bad at Kronecker-Trace-E…

We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm \epsilon)$ approximation to $tr(A)$ for…

This article is concerned with Monte-Carlo methods for the estimation of the trace of an implicitly given matrix $A$ whose information is only available through matrix-vector products. Such a method approximates the trace by an average of…

We study the computational model where we can access a matrix $\mathbf{A}$ only by computing matrix-vector products $\mathbf{A}\mathrm{x}$ for vectors of the form $\mathrm{x} = \mathrm{x}_1 \otimes \cdots \otimes \mathrm{x}_q$. We prove…

We consider the problem of estimating the trace and diagonal entries of an N-order tensor (where $N \geq 2$) under the framework where the tensor can only be accessed through tensor-vector multiplication. The aim is to estimate the tensor's…

Hutchinson's estimator is a randomized algorithm that computes an $\epsilon$-approximation to the trace of any positive semidefinite matrix using $\mathcal{O}(1/\epsilon^2)$ matrix-vector products. An improvement of Hutchinson's estimator,…

A few matrix-vector multiplications with random vectors are often sufficient to obtain reasonably good estimates for the norm of a general matrix or the trace of a symmetric positive semi-definite matrix. Several such probabilistic…

We present a new trace estimator of the matrix whose explicit form is not given but its matrix multiplication to a vector is available. The form of the estimator is similar to the Hutchison stochastic trace estimator, but instead of the…

We study a dynamic version of the implicit trace estimation problem. Given access to an oracle for computing matrix-vector multiplications with a dynamically changing matrix A, our goal is to maintain an accurate approximation to A's trace…

Matrix trace estimation is ubiquitous in machine learning applications and has traditionally relied on Hutchinson's method, which requires $O(\log(1/\delta)/\epsilon^2)$ matrix-vector product queries to achieve a $(1 \pm…

We examine the problem of estimating the trace of a matrix $A$ when given access to an oracle which computes $x^\dagger A x$ for an input vector $x$. We make use of the basis vectors from a set of mutually unbiased bases, widely studied in…

This paper is concerned with two improved variants of the Hutch++ algorithm for estimating the trace of a square matrix, implicitly given through matrix-vector products. Hutch++ combines randomized low-rank approximation in a first phase…

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…

Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is…

Applying Gaussian processes (GPs) to very large datasets remains a challenge due to limited computational scalability. Matrix structures, such as the Kronecker product, can accelerate operations significantly, but their application commonly…

Hutchinson's method estimates the trace of a matrix function $f(D)$ stochastically using samples $\tau^Hf(D)\tau$, where the components of the random vectors $\tau$ obey an isotropic probability distribution. Estimating the trace of the…

Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…

The implicit trace estimation problem asks for an approximation of the trace of a square matrix, accessed via matrix-vector products (matvecs). This paper designs new randomized algorithms, XTrace and XNysTrace, for the trace estimation…

We study the problem of approximating a matrix $\mathbf{A}$ with a matrix that has a fixed sparsity pattern (e.g., diagonal, banded, etc.), when $\mathbf{A}$ is accessed only by matrix-vector products. We describe a simple randomized…

We propose a Kronecker product model for correlation or covariance matrices in the large dimensional case. The number of parameters of the model increases logarithmically with the dimension of the matrix. We propose a minimum distance (MD)…

This paper studies theoretical lower bounds for estimating the trace of a matrix function, $\text{tr}(f(A))$, focusing on methods that use Hutchinson's method along with Block Krylov techniques. These methods work by approximating…