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Accurate Trace Estimation with Fewer Random Bits via Recursive TensorSketch
We consider the problem of estimating the trace of an implicit matrix $\mathbf{A} \in \mathbb{R}^{d^p\times d^p}$ that can only be accessed through matrix-vector products queries. The \textit{Hutchinson trace estimator}% ~\cite{Girard1987algorithme, article-hutchinson} is a classical sketching metho
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