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Note to Self: Trace Estimation with Tensor Products

ethanepperly.com · published 3 March 2026

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https://en.wikipedia.org/wiki/Kronecker_product
en.wikipedia.org
https://en.wikipedia.org/wiki/Isotropy
en.wikipedia.org
https://en.wikipedia.org/wiki/Bias_(statistics
en.wikipedia.org
https://en.wikipedia.org/wiki/Trace_(linear_algebra
en.wikipedia.org
Stochastic Trace Estimation Read at the source ↗
ethanepperly.com
How Good Can Stochastic Trace Estimates Be? Read at the source ↗
ethanepperly.com
Don’t Use Gaussians in Stochastic Trace Estimation Read at the source ↗
ethanepperly.com
https://arxiv.org/abs/2309.04952
arxiv.org
https://ram900.com
ram900.com
http://www.math.tau.ac.il/~haimav/
math.tau.ac.il
https://en.wikipedia.org/wiki/Variance
en.wikipedia.org
https://en.wikipedia.org/wiki/Definite_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Symmetric_matrix
en.wikipedia.org
https://arxiv.org/html/2309.04952v2
arxiv.org
https://epubs.siam.org/doi/10.1137/24M1720895
epubs.siam.org
https://www.siam.org/publications/siam-journals/siam-journal-on-matrix-analysis-and-applications/
siam.org
https://en.wikipedia.org/wiki/Block_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Conditional_expectation
en.wikipedia.org
https://en.wikipedia.org/wiki/Law_of_total_expectation
en.wikipedia.org