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Hutch++: Optimal Stochastic Trace Estimation
v1v2v3v4v5 (latest)

Hutch++: Optimal Stochastic Trace Estimation

SIAM Symposium on Simplicity in Algorithms (SOSA), 2020
19 October 2020
R. A. Meyer
Cameron Musco
Christopher Musco
David P. Woodruff
ArXiv (abs)PDFHTML

Papers citing "Hutch++: Optimal Stochastic Trace Estimation"

40 / 40 papers shown
Scalable Multi-Objective and Meta Reinforcement Learning via Gradient Estimation
Scalable Multi-Objective and Meta Reinforcement Learning via Gradient Estimation
Zhenshuo Zhang
Minxuan Duan
Youran Ye
Hongyang R. Zhang
OffRL
415
1
0
16 Nov 2025
Matrix Phylogeny: Compact Spectral Fingerprints for Trap-Robust Preconditioner Selection
Matrix Phylogeny: Compact Spectral Fingerprints for Trap-Robust Preconditioner Selection
Jinwoo Baek
53
0
0
19 Oct 2025
Spectral Thresholds for Identifiability and Stability:Finite-Sample Phase Transitions in High-Dimensional Learning
Spectral Thresholds for Identifiability and Stability:Finite-Sample Phase Transitions in High-Dimensional Learning
William Hao-Cheng Huang
129
0
0
04 Oct 2025
Matrix-Free Two-to-Infinity and One-to-Two Norms Estimation
Matrix-Free Two-to-Infinity and One-to-Two Norms Estimation
Askar Tsyganov
Evgeny Frolov
S. Samsonov
Maxim Rakhuba
113
1
0
06 Aug 2025
Query Efficient Structured Matrix Learning
Query Efficient Structured Matrix Learning
Noah Amsel
Pratyush Avi
Tyler Chen
Feyza Duman Keles
Chinmay Hegde
Cameron Musco
Christopher Musco
David Persson
107
0
0
25 Jul 2025
On the Upper Bounds for the Matrix Spectral Norm
On the Upper Bounds for the Matrix Spectral Norm
A. Naumov
Maxim Rakhuba
Denis Ryapolov
S. Samsonov
144
0
0
18 Jun 2025
Deterministic Bounds and Random Estimates of Metric Tensors on Neuromanifolds
Deterministic Bounds and Random Estimates of Metric Tensors on Neuromanifolds
Ke Sun
203
0
0
19 May 2025
BOLT: Block-Orthonormal Lanczos for Trace estimation of matrix functions
BOLT: Block-Orthonormal Lanczos for Trace estimation of matrix functions
Kingsley Yeon
Promit Ghosal
Mihai Anitescu
404
2
0
18 May 2025
Learning-Augmented Frequent DirectionsInternational Conference on Learning Representations (ICLR), 2025
Anders Aamand
Justin Y. Chen
Siddharth Gollapudi
Sandeep Silwal
Hao Wu
AI4TS
273
1
0
02 Mar 2025
Optimal Stochastic Trace Estimation in Generative Modeling
Optimal Stochastic Trace Estimation in Generative ModelingInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2025
Xinyang Liu
Hengrong Du
Wei Deng
Ruqi Zhang
AI4TS
259
0
0
26 Feb 2025
Position: Curvature Matrices Should Be Democratized via Linear Operators
Position: Curvature Matrices Should Be Democratized via Linear Operators
Felix Dangel
Runa Eschenhagen
Weronika Ormaniec
Andres Fernandez
Lukas Tatzel
Agustinus Kristiadi
389
5
0
31 Jan 2025
Extremal bounds for Gaussian trace estimation
Extremal bounds for Gaussian trace estimation
Eric Hallman
112
0
0
23 Nov 2024
RandALO: Out-of-sample risk estimation in no time flat
RandALO: Out-of-sample risk estimation in no time flat
Parth Nobel
Daniel LeJeune
Emmanuel J. Candès
412
3
0
15 Sep 2024
Sharper Bounds for Chebyshev Moment Matching, with Applications
Sharper Bounds for Chebyshev Moment Matching, with Applications
Cameron Musco
Christopher Musco
Lucas Rosenblatt
A. Singh
FedML
299
2
0
22 Aug 2024
Recent and Upcoming Developments in Randomized Numerical Linear Algebra
  for Machine Learning
Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning
Michał Dereziński
Michael W. Mahoney
283
18
0
17 Jun 2024
Faster Spectral Density Estimation and Sparsification in the Nuclear
  Norm
Faster Spectral Density Estimation and Sparsification in the Nuclear Norm
Yujia Jin
Ishani Karmarkar
Christopher Musco
Aaron Sidford
A. Singh
131
3
0
11 Jun 2024
Improving Linear System Solvers for Hyperparameter Optimisation in Iterative Gaussian Processes
Improving Linear System Solvers for Hyperparameter Optimisation in Iterative Gaussian Processes
J. Lin
Shreyas Padhy
Bruno Mlodozeniec
Javier Antorán
José Miguel Hernández-Lobato
402
5
0
28 May 2024
Warm Start Marginal Likelihood Optimisation for Iterative Gaussian
  Processes
Warm Start Marginal Likelihood Optimisation for Iterative Gaussian Processes
J. Lin
Shreyas Padhy
Bruno Mlodozeniec
José Miguel Hernández-Lobato
222
2
0
28 May 2024
Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioning
Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched PreconditioningACM-SIAM Symposium on Discrete Algorithms (SODA), 2024
Michal Dereziñski
Christopher Musco
Jiaming Yang
379
5
0
09 May 2024
Multivariate trace estimation using quantum state space linear algebra
Multivariate trace estimation using quantum state space linear algebra
Liron Mor Yosef
Shashanka Ubaru
L. Horesh
H. Avron
205
4
0
02 May 2024
Hutchinson Trace Estimation for High-Dimensional and High-Order
  Physics-Informed Neural Networks
Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networks
Zheyuan Hu
Zekun Shi
George Karniadakis
Kenji Kawaguchi
AI4CEPINN
266
37
0
22 Dec 2023
Data-Driven Model Selections of Second-Order Particle Dynamics via
  Integrating Gaussian Processes with Low-Dimensional Interacting Structures
Data-Driven Model Selections of Second-Order Particle Dynamics via Integrating Gaussian Processes with Low-Dimensional Interacting Structures
Jinchao Feng
Charles Kulick
Sui Tang
364
6
0
01 Nov 2023
Revisiting Energy Based Models as Policies: Ranking Noise Contrastive
  Estimation and Interpolating Energy Models
Revisiting Energy Based Models as Policies: Ranking Noise Contrastive Estimation and Interpolating Energy Models
Sumeet Singh
Stephen Tu
Vikas Sindhwani
DiffM
284
11
0
11 Sep 2023
Moments, Random Walks, and Limits for Spectrum Approximation
Moments, Random Walks, and Limits for Spectrum ApproximationAnnual Conference Computational Learning Theory (COLT), 2023
Yujia Jin
Christopher Musco
Aaron Sidford
A. Singh
100
3
0
02 Jul 2023
When can Regression-Adjusted Control Variates Help? Rare Events, Sobolev
  Embedding and Minimax Optimality
When can Regression-Adjusted Control Variates Help? Rare Events, Sobolev Embedding and Minimax OptimalityNeural Information Processing Systems (NeurIPS), 2023
Jose H. Blanchet
Haoxuan Chen
Yiping Lu
Lexing Ying
204
5
0
25 May 2023
Krylov Methods are (nearly) Optimal for Low-Rank Approximation
Krylov Methods are (nearly) Optimal for Low-Rank ApproximationIEEE Annual Symposium on Foundations of Computer Science (FOCS), 2023
Ainesh Bakshi
Shyam Narayanan
204
10
0
06 Apr 2023
Query lower bounds for log-concave sampling
Query lower bounds for log-concave samplingIEEE Annual Symposium on Foundations of Computer Science (FOCS), 2023
Sinho Chewi
Jaume de Dios Pont
Jerry Li
Chen Lu
Shyam Narayanan
351
14
0
05 Apr 2023
Tractable Evaluation of Stein's Unbiased Risk Estimate with Convex
  Regularizers
Tractable Evaluation of Stein's Unbiased Risk Estimate with Convex RegularizersIEEE Transactions on Signal Processing (IEEE Trans. Signal Process.), 2022
Parth Nobel
Emmanuel Candès
Stephen P. Boyd
ELMLLMSV
250
8
0
11 Nov 2022
Optimal Query Complexities for Dynamic Trace Estimation
Optimal Query Complexities for Dynamic Trace EstimationNeural Information Processing Systems (NeurIPS), 2022
David P. Woodruff
Fred Zhang
Qiuyi Zhang
137
7
0
30 Sep 2022
Scale-invariant Bayesian Neural Networks with Connectivity Tangent
  Kernel
Scale-invariant Bayesian Neural Networks with Connectivity Tangent KernelInternational Conference on Learning Representations (ICLR), 2022
Sungyub Kim
Si-hun Park
Kyungsu Kim
Eunho Yang
BDL
183
7
0
30 Sep 2022
A Scalable Method to Exploit Screening in Gaussian Process Models with
  Noise
A Scalable Method to Exploit Screening in Gaussian Process Models with NoiseJournal of Computational And Graphical Statistics (JCGS), 2022
Christopher J. Geoga
Michael L. Stein
201
3
0
14 Aug 2022
Optimal Randomized Approximations for Matrix based Renyi's Entropy
Optimal Randomized Approximations for Matrix based Renyi's EntropyIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2022
Yuxin Dong
Tieliang Gong
Shujian Yu
Chen Li
195
12
0
16 May 2022
pylspack: Parallel algorithms and data structures for sketching, column
  subset selection, regression and leverage scores
pylspack: Parallel algorithms and data structures for sketching, column subset selection, regression and leverage scoresACM Transactions on Mathematical Software (TOMS), 2022
Aleksandros Sobczyk
Efstratios Gallopoulos
221
9
0
05 Mar 2022
Efficient Natural Gradient Descent Methods for Large-Scale PDE-Based
  Optimization Problems
Efficient Natural Gradient Descent Methods for Large-Scale PDE-Based Optimization ProblemsSIAM Journal on Scientific Computing (SISC), 2022
L. Nurbekyan
Wanzhou Lei
Yunbo Yang
224
14
0
13 Feb 2022
Low-Rank Approximation with $1/ε^{1/3}$ Matrix-Vector Products
Low-Rank Approximation with 1/ε1/31/ε^{1/3}1/ε1/3 Matrix-Vector ProductsSymposium on the Theory of Computing (STOC), 2022
Ainesh Bakshi
K. Clarkson
David P. Woodruff
355
20
0
10 Feb 2022
Preconditioning for Scalable Gaussian Process Hyperparameter
  Optimization
Preconditioning for Scalable Gaussian Process Hyperparameter OptimizationInternational Conference on Machine Learning (ICML), 2021
Jonathan Wenger
Geoff Pleiss
Philipp Hennig
John P. Cunningham
Jacob R. Gardner
381
34
0
01 Jul 2021
Variance Reduction for Matrix Computations with Applications to Gaussian ProcessesValueTools (ValueTools), 2021
Anant Mathur
Sarat Moka
Z. Botev
141
2
0
28 Jun 2021
Stabilizing Equilibrium Models by Jacobian Regularization
Stabilizing Equilibrium Models by Jacobian RegularizationInternational Conference on Machine Learning (ICML), 2021
Shaojie Bai
V. Koltun
J. Zico Kolter
264
74
0
28 Jun 2021
Low-memory stochastic backpropagation with multi-channel randomized
  trace estimation
Low-memory stochastic backpropagation with multi-channel randomized trace estimation
M. Louboutin
Ali Siahkoohi
Rongrong Wang
Felix J. Herrmann
143
0
0
13 Jun 2021
Optimizing Functionals on the Space of Probabilities with Input Convex
  Neural Networks
Optimizing Functionals on the Space of Probabilities with Input Convex Neural Networks
David Alvarez-Melis
Yair Schiff
Youssef Mroueh
310
64
0
01 Jun 2021
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