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A Modern Analysis of Hutchinson's Trace Estimator
December 23, 2020 · Declared Dead · 🏛 arXiv.org
"No code URL or promise found in abstract"
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Authors
Maciej Skorski
arXiv ID
2012.12895
Category
math.ST
Cross-listed
cs.LG,
stat.AP
Citations
16
Venue
arXiv.org
Last Checked
2 months ago
Abstract
The paper establishes the new state-of-art in the accuracy analysis of Hutchinson's trace estimator. Leveraging tools that have not been previously used in this context, particularly hypercontractive inequalities and concentration properties of sub-gamma distributions, we offer an elegant and modular analysis, as well as numerically superior bounds. Besides these improvements, this work aims to better popularize the aforementioned techniques within the CS community.
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