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Stochastic Trace Estimation

ethanepperly.com · published 26 January 2023

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https://tropp.caltech.edu
tropp.caltech.edu
https://rwebber.people.caltech.edu
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https://arxiv.org/abs/2301.07825
arxiv.org
https://doi.org/10.1007/s00211-017-0880-z
doi.org
https://doi.org/10.1007/BF01395775
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https://doi.org/10.1002/widm.1226
doi.org
https://github.com/eepperly/XTrace
github.com
https://doi.org/10.1080/03610918908812806
doi.org
https://arxiv.org/abs/2010.09649
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https://arxiv.org/abs/2109.10659
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https://en.wikipedia.org/wiki/Independence_(probability_theory
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https://en.wikipedia.org/wiki/Conjugate_transpose
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https://en.wikipedia.org/wiki/Isotropic_position
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https://en.wikipedia.org/wiki/Bias_of_an_estimator
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https://en.wikipedia.org/wiki/Expected_value
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https://en.wikipedia.org/wiki/Trace_(linear_algebra
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https://en.wikipedia.org/wiki/Variance
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https://en.wikipedia.org/wiki/Monte_Carlo_method
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https://en.wikipedia.org/wiki/Matrix_norm
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https://en.wikipedia.org/wiki/Symmetric_matrix
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https://en.wikipedia.org/wiki/Hermitian_matrix
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https://en.wikipedia.org/wiki/Spectral_theorem
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https://en.wikipedia.org/wiki/Transpose
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https://en.wikipedia.org/wiki/Multivariate_normal_distribution
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https://en.wikipedia.org/wiki/Rademacher_distribution
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https://en.wikipedia.org/wiki/Complex_normal_distribution
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https://en.wikipedia.org/wiki/Orthogonal_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Unitary_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Density_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Chi-squared_distribution
en.wikipedia.org
https://en.wikipedia.org/wiki/Pairwise_independence
en.wikipedia.org
https://twitter.com/TivadarDanka/status/1588131890040434688?s=20&t=xOBvZzjNZTVb7CQK2TWvRw
twitter.com
https://mathoverflow.net/q/271608/315386
mathoverflow.net
https://en.wikipedia.org/wiki/Law_of_total_variance
en.wikipedia.org
https://en.wikipedia.org/wiki/Conditional_variance
en.wikipedia.org
https://en.wikipedia.org/wiki/Conditional_expectation
en.wikipedia.org
https://en.wikipedia.org/wiki/Kronecker_product
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http://arxiv.org/abs/quant-ph/0604049
arxiv.org
https://en.wikipedia.org/wiki/Projection_(linear_algebra
en.wikipedia.org
https://en.wikipedia.org/wiki/Symmetric_tensor
en.wikipedia.org
https://arxiv.org/abs/1310.2267v2
arxiv.org
https://en.wikipedia.org/wiki/Kronecker_delta
en.wikipedia.org
https://arxiv.org/abs/2002.01387
arxiv.org
https://en.wikipedia.org/wiki/Jensen's_inequality
en.wikipedia.org
http://arxiv.org/abs/2110.00649
arxiv.org
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