论文标题

对哈钦森的痕量估计器的现代分析

A Modern Analysis of Hutchinson's Trace Estimator

论文作者

Skorski, Maciej

论文摘要

本文在对哈钦森的痕量估计器的准确分析中建立了新的艺术。利用以前在这种情况下未使用的工具,尤其是亚伽马分布的超额合同不平等和浓度特性,我们提供了优雅的模块化分析以及数值上等的界限。除了这些改进外,这项工作还旨在更好地推广CS社区中上述技术。

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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