Optimal Query Complexities for Dynamic Trace Estimation

David P. Woodruff, Carnegie Mellon University, dwoodruf@cs.cmu.edu "3026 Fred Zhang, UC Berkeley, z0@berkeley.edu, "3026 Qiuyi (Richard) Zhang, Google Brain, qiuyiz@google.com

Neural Information Processing Systems 

We consider the problem of minimizing the number of matrix-vector queries needed for accurate trace estimation in the dynamic setting where our underlying matrix is changing slowly, such as during an optimization process.