A Modern Analysis of Hutchinson's Trace Estimator
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Abstract (arXiv)
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.
Key facts. Cited by 11 papers in the map (data through 13 Oct 2026). First posted on arXiv 23 Dec 2020.
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Citing papers per year: 2021: 1; 2022: 1; 2023: 3; 2024: 1; 2025: 3; 2026: 2.
11 papers.
- 2022FP-Diffusion: Improving Score-based Diffusion Models by Enforcing the Underlying Score Fokker-Planck Equationcited by 36
- 2023Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networkscited by 23
- 2021Preconditioning for Scalable Gaussian Process Hyperparameter Optimizationcited by 22
- 2024Stochastic Taylor Derivative Estimator: Efficient amortization for arbitrary differential operatorscited by 20
- 2023Understanding Hessian Alignment for Domain Generalizationcited by 15
- 2025Efficiently Access Diffusion Fisher: Within the Outer Product Span Spacecited by 5
- 2023Tensorizing flows: a tool for variational inferencecited by 1
- 2026Covariance-aware sampling for Diffusion Modelscited by 1
- 2025A Novel Approach for Intrinsic Dimension Estimationcited by 0
- 2025Deterministic Bounds and Random Estimates of Metric Tensors on Neuromanifoldscited by 0
- 2026Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecompositioncited by 0
- 2026Covariance-aware sampling for Diffusion Models13 May 2026
- 2026Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecomposition14 Feb 2026
- 2025Efficiently Access Diffusion Fisher: Within the Outer Product Span Space29 May 2025
- 2025Deterministic Bounds and Random Estimates of Metric Tensors on Neuromanifolds19 May 2025
- 2025A Novel Approach for Intrinsic Dimension Estimation12 Mar 2025
- 2024Stochastic Taylor Derivative Estimator: Efficient amortization for arbitrary differential operators27 Nov 2024
- 2023Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networks22 Dec 2023
- 2023Understanding Hessian Alignment for Domain Generalization22 Aug 2023
- 2023Tensorizing flows: a tool for variational inference3 May 2023
- 2022FP-Diffusion: Improving Score-based Diffusion Models by Enforcing the Underlying Score Fokker-Planck Equation9 Oct 2022
- 2021Preconditioning for Scalable Gaussian Process Hyperparameter Optimization1 Jul 2021